Ergodicity for infinite dimensional systems /

Ergodicity for infinite dimensional systems /

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Bibliographic Details
Author / Creator:	Da Prato, Giuseppe.
Imprint:	Cambridge ; New York : Cambridge University Press, 1996.
Description:	xi, 339 p. ; 23 cm.
Language:	English
Series:	London Mathematical Society lecture note series. 229
Subject:	Stochastic partial differential equations -- Asymptotic theory. Differentiable dynamical systems. Ergodic theory. Differentiable dynamical systems. Ergodic theory. Stochastic partial differential equations -- Asymptotic theory.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/2723206

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Other authors / contributors:	Zabczyk, Jerzy.
ISBN:	0521579007 (pbk.)
Notes:	Includes bibliographical references (p. 321-337) and index.

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
Appendices