Ergodicity for Infinite Dimensional Systems
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Ergodicity for Infinite Dimensional Systems by G. Da Prato
Book DescriptionThis 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.
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Book DetailsISBN: 9780521579001
(228mm x 152mm x 20mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 16-May-1996
Country of Publication: United Kingdom
Books By Author G. Da Prato
Second Order Partial Differential Equations in Hilbert Spaces, Paperback (July 2002)» View all books by G. Da Prato
State of the art treatment of the subject with background and references for further reading.
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