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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Da Prato, Giuseppe
Weitere Verfasser: Zabczyk, Jerzy
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge ; New York : Cambridge University Press, 1996.
Schriftenreihe:London Mathematical Society lecture note series ; 229.
Schlagworte:
Online-Zugang:Volltext
Zusammenfassung: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.
Beschreibung:1 online resource (xi, 339 pages)
Bibliographie:Includes bibliographical references (pages 321-337) and index.
ISBN:9781107362499
1107362490

Es ist kein Print-Exemplar vorhanden.

Volltext öffnen