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Kolmogorov Equations for Stochastic PDEs

Kolmogorov Equations for Stochastic PDEs

Description

Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. It studies several properties of corresponding transition semigroups, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariant measures. In addition, the transition semigroups are interpreted as generalized solutions of Kologorov equations.

Keywords

MathematicsDifferential EquationsProbability & StatisticsMathematical Analysis

2004Book

Author(s)Giuseppe Da Prato

PublisherSpringer Science & Business Media

ISBN9783764372163

LanguageEnglish

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