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2 produkter
2 produkter
Del 229 - London Mathematical Society Lecture Note Series
Ergodicity for Infinite Dimensional Systems
Häftad, Engelska, 1996
1 087 kr
Skickas inom 7-10 vardagar
This book is devoted to the asymptotic properties of solutions of stochastic evolution equations in infinite dimensional spaces. It is divided into three parts: Markovian dynamical systems; invariant measures for stochastic evolution equations; invariant measures for specific models. The focus is on models of dynamical processes affected by white noise, which are described by partial differential equations such as the reaction-diffusion equations or Navier-Stokes equations. Besides existence and uniqueness questions, special attention is paid to the asymptotic behaviour of the solutions, to invariant measures and ergodicity. Some of the results found here are presented for the first time. For all whose research interests involve stochastic modelling, dynamical systems, or ergodic theory, this book will be an essential purchase.
Del 1715 - Lecture Notes in Mathematics
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.)held in Cetraro, Italy, August 24 - September 1, 1998
Häftad, Engelska, 1999
406 kr
Skickas inom 7-10 vardagar
Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differential equations in finite or infinite dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical Finance. These equations can be studied both by probabilistic and by analytic methods, using such tools as Gaussian measures, Dirichlet Forms, and stochastic calculus. The following courses have been delivered: N. V. Krylov presented Kolmogorov equations coming from finite-dimensional equations, giving existence, uniqueness and regularity results. M. Rockner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LP-analysis of the corresponding diffusion operators with respect to suitably chosen measures. J. Zabczyk started from classical results of L. Gross, on the heat equation in infinite dimension, and discussed some recent results.