Ergodicity for Infinite Dimensional Systems / G. Da Prato, J. Zabczyk.

By: Da Prato, G [author.]Contributor(s): Zabczyk, J [author.]Material type: TextTextSeries: London Mathematical Society Lecture Note Series ; no. 229Publisher: Cambridge : Cambridge University Press, 1996Description: 1 online resource (352 pages) : digital, PDF file(s)Content type: text Media type: computer Carrier type: online resourceISBN: 9780511662829 (ebook)Subject(s): Differentiable dynamical systems | Ergodic theoryAdditional physical formats: Print version: : No titleDDC classification: 519.2 LOC classification: QA274.25 | .D38 1996Online resources: Click here to access online 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 type: E-BOOKS
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)
Current library Home library Call number Materials specified URL Status Date due Barcode
IMSc Library
IMSc Library
Link to resource Available EBK12070

Title from publisher's bibliographic system (viewed on 16 Oct 2015).

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.

There are no comments on this title.

to post a comment.
The Institute of Mathematical Sciences, Chennai, India

Powered by Koha