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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Bibliographic Details
Main Author: Da Prato, Giuseppe (Author)
Format: Electronic eBook
Language:English
Published: Cambridge Cambridge University Press 1996
Series:London Mathematical Society lecture note series 229
Subjects:
Online Access:BSB01
FHN01
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Summary: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
Item Description:Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Physical Description:1 online resource (xi, 339 pages)
ISBN:9780511662829
DOI:10.1017/CBO9780511662829

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