rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Kolmogorov Equations for Stochastic PDEs
  name:
    name part: Prato, Giuseppe.
    role:
      role term: creator
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: sz
    date issued: 2004
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (VII, 182 pages)
  abstract: 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.
  table of contents: Introduction and Preliminaries -- Stochastic Perturbations of Linear Equations -- Stochastic Differential Equations with Lipschitz Nonlinearities -- Reaction-Diffusion Equations -- The Stochastic Burgers Equation -- The Stochastic 2D Navier-Stokes Equation -- Bibliography -- Index.
  note: by Giuseppe Prato.
  note: Electronic resource.
  subject:
    topic: Mathematics
  subject:
    topic: Differential equations, Partial
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Differential equations, Partial
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Mathematics
  classification: QA370-380
  classification: 515.353
  related item:
    title info:
      title: Advanced Courses in Mathematics CRM Barcelona, Centre de Recerca Matemàtica
  identifier: 9783034879095 (electronic bk.)
  identifier: 3034879091 (electronic bk.)
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: I9W
    record creation date: 121227
    record change date: 20260422224646.3
    record identifier: in00003551108
    language of cataloging:
      language term: eng