Математика
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Hairer M. Ergodic Theory for Stochastic PDEs
Mathematics Institute, The University of Warwick.
Definition of a Markov Process, Dynamical Systems, Stationary Markov Processes, Main Structure theorem, Existence of an Invariant Measure, A Simple Yet Powerful Uniqueness Criterion, Hormander’s Condition, What About the Infinite-Dimensional Case? , The Bismut-Elworthy-Li Formula, The Asymptotic Strong Feller Property.
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