عنوان

Kolmogorov equations for stochastic PDEs

شابک

3764372168

شابک

9783764372163

شماره

b588074

عنوان اصلي

Kolmogorov equations for stochastic PDEs

نام عام مواد

[Book]

نام نخستين پديدآور

Giuseppe Da Prato.

محل نشرو پخش و غیره

Basel

نام ناشر، پخش کننده و غيره

Birkhäuser Verlag

تاریخ نشرو بخش و غیره

©2004.

نام خاص و کميت اثر

vii, 187 p. ; 24 cm

عنوان فروست

Advanced courses in mathematics, CRM Barcelona.

متن يادداشت

1 Introduction and Preliminaries.- 1.1 Introduction.- 1.2 Preliminaries ix.- 1.2.1 Some functional spaces.- 1.2.2 Exponential functions.- 1.2.3 Gaussian measures.- 1.2.4 Sobolev spaces W1,2 (H, ?) and W2,2 (H, ?).- 1.2.5 Markov semigroups.- 2 Stochastic Perturbations of Linear Equations.- 2.1 Introduction.- 2.2 The stochastic convolution.- 2.2.1 Continuity in time.- 2.2.2 Continuity in space and time.- 2.2.3 The law of the stochastic convolution.- 2.3 The Ornstein-Uhlenbeck semigroup Rt.- 2.3.1 General properties.- 2.3.2 The infinitesimal generator of Rt.- 2.4 The case when Rt is strong Feller.- 2.5 Asymptotic behaviour of solutions, invariant measures.- 2.6 The transition semigroup in Lp(H, ?).- 2.6.1 Symmetry of Rt.- 2.7 Poincare and log-Sobolev inequalities.- 2.7.1 Hypercontractivity of Rt.- 2.8 Some complements.- 2.8.1 Further regularity results when Rt is strong Feller.- 2.8.2 The case when A and C commute.- 2.8.3 The Ornstein-Uhlenbeck semigroup in the space of functionsof quadratic growth.- 3 Stochastic Differential Equations with Lipschitz Nonlinearities.- 3.1 Introduction and setting of the problem.- 3.2 Existence, uniqueness and approximation.- 3.2.1 Derivative of the solution with respect to the initial datum.- 3.3 The transition semigroup.- 3.3.1 Strong Feller property.- 3.3.2 Irreducibility.- 3.4 Invariant measure v.- 3.5 The transition semigroup in L2 (H, v).- 3.6 The integration by parts formula and its consequences.- 3.6.1 The Sobolev space W1,2 (H, v).- 3.6.2 Poincare and log-Sobolev inequalities, spectral gap.- 3.7 Comparison of v with a Gaussian measure.- 3.7.1 First method.- 3.7.2 Second method.- 3.7.3 The adjoint of K2.- 4 Reaction-Diffusion Equations.- 4.1 Introduction and setting of the problem.- 4.2 Solution of the stochastic differential equation.- 4.3 Feller and strong Feller properties.- 4.4 Irreducibility.- 4.5 Existence of invariant measure.- 4.5.1 The dissipative case.- 4.5.2 The non-dissipative case.- 4.6 The transition semigroup in L2 (H, v).- 4.7 The integration by parts formula and its consequences.- 4.7.1 The Sobolev space W1,2 (H, v).- 4.7.2 Poincare and log-Sobolev inequalities, spectral gap.- 4.8 Comparison of v with a Gaussian measure.- 4.9 Compactness of the embedding W1,2 (H, v) ? L2 (H, v).- 4.10 Gradient systems.- 5 The Stochastic Burgers Equation.- 5.1 Introduction and preliminaries.- 5.2 Solution of the stochastic differential equation.- 5.3 Estimates for the solutions.- 5.4 Estimates for the derivative of the solution w.r.t. the initial datum.- 5.5 Strong Feller property and irreducibility.- 5.6 Invariant measure v.- 5.6.1 Estimate of some integral with respect to v.- 5.7 Kolmogorov equation.- 6 The Stochastic 2D Navier-Stokes Equation.- 6.1 Introduction and preliminaries.- 6.1.1 The abstract setting.- 6.1.2 Basic properties of the nonlinear term.- 6.1.3 Sobolev embedding and interpolatory estimates.- 6.2 Solution of the stochastic equation.- 6.3 Estimates for the solution.- 6.4 Invariant measure v.- 6.4.1 Estimates of some integral.- 6.5 Kolmogorov equation.

موضوع مستند نشده

Equacions de reacció-difusió

موضوع مستند نشده

Equacions diferencials parcials.

موضوع مستند نشده

Teoria ergòdica.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Giuseppe Da Prato.

مستند نام اشخاص تاييد نشده

Giuseppe Da Prato

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y