Ergodicity for infinite dimensional systems
By: G. Da Prato, J. Zabczyk.
Contributors: Zabczyk, Jerzy.
Series: London Mathematical Society lecture note series ;; 229
Publisher: Cambridge University Press
Published: 1996
Place of publication: Cambridge; New York
Language: eng
Number of pages: 339
Subjects: Stochastic partial differential equations -- Asymptotic theory.; Differentiable dynamical systems.; Ergodic theory.
Description: 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.
Notes: Includes bibliographical references (p. 321-337) and index.