Kolmogorov Equations for Stochastic PDEs / by Giuseppe Prato.

The subject of this book is stochastic partial differential equations, in particular, reaction-diffusion equations, Burgers and Navier-Stokes equations and the corresponding Kolmogorov equations. For each case the transition semigroup is considered and irreducibility, the strong Feller property, and...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Prato, Giuseppe
Format:	eBook
Language:	English
Published:	Basel : Birkhäuser Basel : Imprint : Birkhäuser, 2004.
Series:	Advanced Courses in Mathematics CRM Barcelona, Centre de Recerca Matemàtica.
Subjects:	Mathematics. Differential equations, Partial. Distribution (Probability theory)