Ergodicity for Infinite Dimensional Systems (London Mathematical Society Lecture Note Series)

Ergodicity for Infinite Dimensional Systems (London Mathematical Society Lecture Note Series)
Автор
 
Год
 
Страниц
 
352
ISBN
 
ISBN13:9780521579001;ISBN10:0521579007
Издатель
 
Cambridge University Press

Описание:

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.

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