Gå direkte til innholdet
Kolmogorov Equations for Stochastic PDEs
Spar

Kolmogorov Equations for Stochastic PDEs

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.
Opplag
2004 ed.
ISBN
9783764372163
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
15.12.2004
Antall sider
182