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Ergodicity for Infinite Dimensional Systems

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ISBN-10: 0521579007

ISBN-13: 9780521579001

Edition: 1996

Authors: G. Da Prato, J. W. Zabczyk, J. W. S. Cassels, N. J. Hitchin

List price: $89.99
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Description:

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; and 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, the authors pay special attention to the asymptotic behavior of the solutions, to invariant measures and ergodicity. The authors present some of the results found here for…    
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Book details

List price: $89.99
Copyright year: 1996
Publisher: Cambridge University Press
Publication date: 5/16/1996
Binding: Paperback
Pages: 352
Size: 5.98" wide x 8.98" long x 0.79" tall
Weight: 1.056
Language: English

Giuseppe Da Prato is Emeritus Professor at the Scuola Normale Superiore di Pisa. His research activity concerns: stochastic analysis, evolution equations both deterministic and stochastic, elliptic and parabolic equations with infinitely many variables, deterministic and stochastic control. On these subjects he has produced more than 350 papers in reviewed journals and eight books.

Jerzy Zabczyk is Professor in the Institute of Mathematics at the Polish Academy of Sciences. His research interests include stochastic processes, evolution equations, control theory and mathematical finance. He has published 87 papers in mathematical journals and seven books.

Markovian Dynamical Systems
General dynamical systems
Canonical Markovian systems
Ergodic and mixing measures
Regular Markovian systems
Invariant Measures For Stochastics For Evolution Equations
Stochastic differential equations
Existence of invariant measures
Uniqueness of invariant measures
Densities of invariant measures
Invariant Measures For Specific Models
Ornstein-Uhlenbeck processes
Stochastic delay systems
Reaction-diffusion equations
Spin systems
Systems perturbed through the boundary
Burgers equation
Navier-Stokes equations
Appendices