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

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Manca, Luigi

Scuola Normale Superiore

2008-12

130

$ 28.19

9788876423369

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发表于2024-11-11

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

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

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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 下载 mobi epub pdf txt 电子书