Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. It studies several properties of corresponding transition semigroups, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariant measures. In addition, the transition semigroups are interpreted as generalized solutions of Kologorov equations.
- ISBN10 3034879105
- ISBN13 9783034879101
- Publish Date 15 December 2004
- Publish Status Withdrawn
- Out of Print 18 October 2014
- Publish Country US
- Imprint Springer My Copy UK
- Format Paperback (US Trade)
- Pages 196
- Language English