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Kolmogorov Equations for Stochastic PDEs

Giuseppe Da Prato
Publisher: 
Birkhäuser
Publication Date: 
2004
Number of Pages: 
183
Format: 
Paperback
Series: 
Advanced Courses in Mathematics CRM Barcelona
Price: 
49.95
ISBN: 
3-7643-7216-8
Category: 
Monograph
We do not plan to review this book.
Introduction and Preliminaries.- Stochastic Perturbations of Linear Equations.- Stochastic Differential Equations with Lipschitz Nonlinearities.- Reaction-Diffusion Equations.- The Stochastic Burgers Equation.- The Stochastic 2D Navier-Stokes Equation.- Bibliography.- Index.

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