Item description for Kolmogorov Equations for Stochastic PDEs (Advanced Courses in Mathematics - CRM Barcelona) by Giuseppe Da Prato...
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 "carr 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.
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Est. Packaging Dimensions: Length: 9.4" Width: 6.7" Height: 0.5" Weight: 1 lbs.
Release Date Feb 14, 2005
Publisher Birkhäuser Basel
ISBN 3764372168 ISBN13 9783764372163
Availability 107 units. Availability accurate as of Mar 24, 2017 12:23.
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More About Giuseppe Da Prato
Giuseppe Da Prato is Emeritus Professor at the Scuola Normale Superiore di Pisa. His research activity concerns: stochastic analysis, evolution equations both deterministic and stochastic, elliptic and parabolic equations with infinitely many variables, deterministic and stochastic control. On these subjects he has produced more than 350 papers in reviewed journals and eight books.
Giuseppe Da Prato currently resides in Pisa. Giuseppe Da Prato has an academic affiliation as follows - Scuola Normale Superiore, Pisa Scuola Normale, Italy Scuola Normale Su.