Ergodicity for infinite dimensional systems /

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Da Prato, Giuseppe
Otros Autores: Zabczyk, Jerzy
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 1996.
Colección:London Mathematical Society lecture note series ; 229.
Temas:
Stochastic partial differential equations > Asymptotic theory.
Differentiable dynamical systems.
Ergodic theory.
Équations aux dérivées partielles stochastiques > Théorie asymptotique.
Dynamique différentiable.
Théorie ergodique.
MATHEMATICS > Probability & Statistics > General.
Differentiable dynamical systems
Ergodic theory
Stochastic partial differential equations > Asymptotic theory
Asymptotisches Lösungsverhalten
Evolutionsgleichung
Stochastische Differentialgleichung
Unendlichdimensionaler Raum
Feller-Halbgruppe
Stochastisches dynamisches System
Oneindige dimensie.
Ergodiciteit.
Stochastische differentiaalvergelijkingen.
Equations aux dérivées partielles stochastiques.
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (xi, 339 pages)
Bibliografía:Includes bibliographical references (pages 321-337) and index.
ISBN:9781107362499
1107362490

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