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Kolmogorov equations for stochastic PDEs

Giuseppe Da Prato

Basel Birkhäuser Verlag Boston c2004

Localização: FFCLRP - Fac. Fil. Ciên. Let. de R. Preto    (519.216 D111k 32525 )(Acessar)

  • Título:
    Kolmogorov equations for stochastic PDEs
  • Autor: Giuseppe Da Prato
  • Assuntos: Reaction-diffusion equations; Navier-Stokes equations; Ergodic theory; Stochastic analysis; ANÁLISE ESTOCÁSTICA
  • Notas: Includes bibliographical references (p. [173]-179) and index
  • Descrição: Introduction and preliminaries Stochastic perturbations of linear equations Stochastic differential equations with Lipschitz nonlinearities Reaction-diffusion equations The stochastic Burgers equation The stochastic 2D Navier-Stokes equation
    "This book discusses stochastic partial differential equations, in particular reaction-diffusion equations, Burgers and Navier-Stokes equations, and the corresponding Kolmogorov equations. For each case, the transition semigroup is considered and irreducibility, the strong Feller property, and invariant measures are investigated. Moreover, it is proved that the exponential functions provide a core for the infinitesimal generator. As a consequence, it is possible to study Sobolev spaces with respect to invariant measures and to verify a basic formula of integration by parts (the so-called "carre du champs identity")
    "Presenting the basic elements of the theory in a simple and compact way, the book covers a one-year course directed to graduate students in mathematics or physics. The only prerequisites are basic probability (including finite dimensional stochastic differential equations), basic functional analysis and some elements of the theory of partial differential equations."--BOOK JACKET
  • Títulos relacionados: Série:Advanced courses in mathematics, CRM Barcelona
  • Editor: Basel Birkhäuser Verlag Boston
  • Data de criação/publicação: c2004
  • Formato: vii, 182 p ill 24 cm.
  • Idioma: Inglês
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