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

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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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Item Specifications...

Pages   182
Est. Packaging Dimensions:   Length: 9.4" Width: 6.7" Height: 0.5"
Weight:   1 lbs.
Binding  Softcover
Release Date   Feb 14, 2005
Publisher   Birkhäuser Basel
ISBN  3764372168  
ISBN13  9783764372163  

Availability  107 units.
Availability accurate as of May 22, 2017 01:50.
Usually ships within one to two business days from La Vergne, TN.
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More About Giuseppe Da Prato

Register your artisan biography and upload your photo! 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.

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Product Categories

1Books > Subjects > Computers & Internet > General
2Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Differential Equations
3Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
4Books > Subjects > Science > General
5Books > Subjects > Science > Mathematics > Applied > Differential Equations
6Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
7Books > Subjects > Science > Mathematics > General

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