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.

This is the only book on stochastic modelling of infinite dimensional dynamical systems.
Reviews
"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



Book Information
ISBN 9780521579001
Author G. Da Prato
Format Paperback
Page Count 352
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 480g
Dimensions(mm) 228mm * 152mm * 20mm