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Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures 2024 pdf epub mobi 电子书

Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures
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发表于2024-11-12

Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures 2024 pdf epub mobi 电子书

Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures 2024 pdf epub mobi 电子书

Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures 2024 pdf epub mobi 电子书


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出版者:Scuola Normale Superiore
作者:Manca, Luigi
出品人:
页数:130
译者:
出版时间:2008-12
价格:$ 28.19
装帧:
isbn号码:9788876423369
丛书系列:

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Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures 2024 pdf epub mobi 电子书 图书描述

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.

Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures 2024 pdf epub mobi 电子书
Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures 2024 pdf epub mobi 电子书
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