Kolmogorov Equations for Stochastic PDEs - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Kolmogorov Equations for Stochastic PDEs write by Giuseppe Da Prato. This book was released on 2012-12-06. Kolmogorov Equations for Stochastic PDEs available in PDF, EPUB and Kindle. 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.
An Introduction to Riemann Surfaces
An Introduction to Riemann Surfaces - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Introduction to Riemann Surfaces write by Terrence Napier. This book was released on 2011-09-08. An Introduction to Riemann Surfaces available in PDF, EPUB and Kindle. This textbook presents a unified approach to compact and noncompact Riemann surfaces from the point of view of the so-called L2 $\bar{\delta}$-method. This method is a powerful technique from the theory of several complex variables, and provides for a unique approach to the fundamentally different characteristics of compact and noncompact Riemann surfaces. The inclusion of continuing exercises running throughout the book, which lead to generalizations of the main theorems, as well as the exercises included in each chapter make this text ideal for a one- or two-semester graduate course.
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions write by N.V. Krylov. This book was released on 2006-11-15. Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions available in PDF, EPUB and Kindle. Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differential equations in finite or infinite dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical Finance. These equations can be studied both by probabilistic and by analytic methods, using such tools as Gaussian measures, Dirichlet Forms, and stochastic calculus. The following courses have been delivered: N.V. Krylov presented Kolmogorov equations coming from finite-dimensional equations, giving existence, uniqueness and regularity results. M. Röckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LP-analysis of the corresponding diffusion operators with respect to suitably chosen measures. J. Zabczyk started from classical results of L. Gross, on the heat equation in infinite dimension, and discussed some recent results.
Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures
Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures write by Luigi Manca. This book was released on 2008-12-29. Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures available in PDF, EPUB and Kindle. 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.
Fokker-Planck-Kolmogorov Equations
Fokker-Planck-Kolmogorov Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fokker-Planck-Kolmogorov Equations write by Vladimir I. Bogachev. This book was released on 2015-12-17. Fokker-Planck-Kolmogorov Equations available in PDF, EPUB and Kindle. This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
