Code: 01376589
The subject of this book is stochastic partial differential equations, in particular, reaction-diffusion equations, Burgers and Navier-Stokes equations and the corresponding Kolmogorov equations. For each case the transition semig ... more
English
102.67 €
RRP: 111.27 €
You save 8.60 €

You get 249 loyalty points
Book synopsis
The subject of this book is 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 prove a basic formula of integration by parts (the so-called 'carré du champs identity'. Several results were proved by the author and his collaborators and appear in book form for the first time. 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 details
Book category Books in English Mathematics & science Chemistry
102.67 €
English
Collection points Bratislava a 12799 dalších
Copyright ©2008-26 najlacnejsie-knihy.sk All rights reservedPrivacyCookies
25602 collection points
Delivery 2.99 €
02/210 210 99 (8-15.30h)Shopping cart ( Empty )
You are here: