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Ergodicity for Infinite Dimensional Systems

Ergodicity for Infinite Dimensional Systems

$89.99 (C)

Part of London Mathematical Society Lecture Note Series

  • Date Published: June 1996
  • availability: Available
  • format: Paperback
  • isbn: 9780521579001

$ 89.99 (C)

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About the Authors
  • 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; and 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, the authors pay special attention to the asymptotic behavior of the solutions, to invariant measures and ergodicity. The authors present some of the results found here for the first time. For all whose research interests involve stochastic modeling, dynamical systems, or ergodic theory, this book will be an essential purchase.

    • Contains some new results not before published
    • Authors are the world leaders
    • First book in this area
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    Reviews & endorsements

    "In the reviewer's opinion, the monograph provides an important contribution to the theory of stochastic infinite-dimensional systems, especially to the investigation of their asymptotic behavior....Although the authors concentrate on their own results, they also have taken an important and successful step in this direction." Bohdan Maslowski, Mathematical Reviews

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    Product details

    • Date Published: June 1996
    • format: Paperback
    • isbn: 9780521579001
    • length: 352 pages
    • dimensions: 228 x 152 x 20 mm
    • weight: 0.48kg
    • availability: Available
  • Table of Contents

    Part I. Markovian Dynamical Systems:
    1. General dynamical systems
    2. Canonical Markovian systems
    3. Ergodic and mixing measures
    4. Regular Markovian systems
    Part II. Invariant Measures For Stochastics For Evolution Equations:
    5. Stochastic differential equations
    6. Existence of invariant measures
    7. Uniqueness of invariant measures
    8. Densities of invariant measures
    Part III. Invariant Measures For Specific Models:
    9. Ornstein-Uhlenbeck processes
    10. Stochastic delay systems
    11. Reaction-diffusion equations
    12. Spin systems
    13. Systems perturbed through the boundary
    14. Burgers equation
    15. Navier-Stokes equations

  • Authors

    G. Da Prato, Scuola Normale Superiore, Pisa

    J. Zabczyk, Polish Academy of Sciences

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