Ergodicity for infinite dimensional systems

This 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...

Full description

Bibliographic Details
Main Authors: Da Prato, Giuseppe, Zabczyk, Jerzy (Author)
Format: eBook
Language:English
Published: Cambridge Cambridge University Press 1996
Series:London Mathematical Society lecture note series
Subjects:
Online Access:
Collection: Cambridge Books Online - Collection details see MPG.ReNa
Description
Summary:This 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
Physical Description:xi, 339 pages digital
ISBN:9780511662829