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Methods of proving uniqueness of stationary distributions for stochastic PDEs
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Horridge, Paul Robert (2001) Methods of proving uniqueness of stationary distributions for stochastic PDEs. PhD thesis, University of Warwick.
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Official URL: http://webcat.warwick.ac.uk/record=b3184224~S15
Abstract
In this thesis, we consider solutions u = u(t, x) for t > 0 and x e R, in time and one space dimension, of stochastic PDEs of the form
dtu = Au + a(u) + b(u) dW
where W is space-time white noise. The area is surveyed in Pardoux and an introduction to the concepts of white noise and SPDE solutions can be found in Walsh.
Item Type: | Thesis (PhD) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Library of Congress Subject Headings (LCSH): | Stochastic partial differential equations, Markov processes | ||||
Official Date: | 2001 | ||||
Dates: |
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Institution: | University of Warwick | ||||
Theses Department: | Mathematics Institute | ||||
Thesis Type: | PhD | ||||
Publication Status: | Unpublished | ||||
Supervisor(s)/Advisor: | Tribe, Roger | ||||
Sponsors: | Engineering and Physical Sciences Research Council | ||||
Extent: | vi, 131 leaves | ||||
Language: | eng |
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