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

Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures
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简体网页||繁体网页
Manca, Luigi 作者
Scuola Normale Superiore
译者
2008-12 出版日期
130 页数
$ 28.19 价格
丛书系列
9788876423369 图书编码

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

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

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


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Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures 在线电子书 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.

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