Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures - Couverture souple
Synopsis
The book is devoted to study the relationships between Stochastic Partial Differential Equations and the associated Kolmogorov operator in spaces of continuous functions.
In the first part, the theory of a weak convergence of functions is developed in order to give general results about Markov semigroups and their generator.
In the second part, concrete models of Markov semigroups deriving from Stochastic PDEs are studied. In particular, Ornstein-Uhlenbeck, reaction-diffusion and Burgers equations have been considered. For each case the transition semigroup and its infinitesimal generator have been investigated in a suitable space of continuous functions.
The main results show that the set of exponential functions provides a core for the Kolmogorov operator. As a consequence, the uniqueness of the Kolmogorov equation for measures has been proved.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures
Edité par
Scuola Normale Superiore, 2008
ISBN 10 : 8876423362
ISBN 13 : 9788876423369
Neuf
Kartoniert / Broschiert
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Kartoniert / Broschiert. Etat : New. Presents a novel perspective of Markov semigroups, resulting in a better understanding of the relationships between Stochastic PDEs and Kolmogorov operatorsSpecial attention is paid to well-known models as the Ornstein-Uhlenbeck semigroup, the rea. N° de réf. du vendeur 458789866
Acheter neuf
EUR 34,30
Expédition à EUR 48,99
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
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Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures
Edité par
Scuola Normale Superiore Dez 2008, 2008
ISBN 10 : 8876423362
ISBN 13 : 9788876423369
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware - The book is devoted to study the relationships between Stochastic Partial Differential Equations and the associated Kolmogorov operator in spaces of continuous functions. In the first part, the theory of a weak convergence of functions is developed in order to give general results about Markov semigroups and their generator.In the second part, concrete models of Markov semigroups deriving from Stochastic PDEs are studied. In particular, Ornstein-Uhlenbeck, reaction-diffusion and Burgers equations have been considered. For each case the transition semigroup and its infinitesimal generator have been investigated in a suitable space of continuous functions.The main results show that the set of exponential functions provides a core for the Kolmogorov operator. As a consequence, the uniqueness of the Kolmogorov equation for measures has been proved. N° de réf. du vendeur 9788876423369
Acheter neuf
EUR 43,52
Expédition à EUR 61,59
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)
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Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures
Edité par
Scuola Normale Superiore, 2008
ISBN 10 : 8876423362
ISBN 13 : 9788876423369
Ancien ou d'occasion
Couverture souple
Vendeur : Buchpark, Trebbin, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | The book is devoted to study the relationships between Stochastic Partial Differential Equations and the associated Kolmogorov operator in spaces of continuous functions. In the first part, the theory of a weak convergence of functions is developed in order to give general results about Markov semigroups and their generator.In the second part, concrete models of Markov semigroups deriving from Stochastic PDEs are studied. In particular, Ornstein-Uhlenbeck, reaction-diffusion and Burgers equations have been considered. For each case the transition semigroup and its infinitesimal generator have been investigated in a suitable space of continuous functions.The main results show that the set of exponential functions provides a core for the Kolmogorov operator. As a consequence, the uniqueness of the Kolmogorov equation for measures has been proved. N° de réf. du vendeur 4947503/12
Acheter D'occasion
EUR 15,78
Expédition à EUR 105
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)