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Kolmogorov Equations for Stochastic PDEs (Advanced Courses in Mathematics - CRM Barcelona)

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ISBN-10:

3764372168

ISBN-13:

9783764372163

Author(s): Da Prato, Giuseppe
Edition: 2004
Released: Dec 15, 2004
Publisher: Birkhauser
Format: Paperback, 189 pages
Related ISBN: 9780817672164
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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.

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