Stochastic PDEs and Dynamics
This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck processes, and introduce theoretical framework for random attractors. With rigorous mathematical deduction, the book is an essential reference to mathematicians and physicists in nonlinear science.
Contents:
Preliminaries
The stochastic integral and Itô formula
OU processes and SDEs
Random attractors
Applications
Bibliography
Index
Boling Guo, Inst. of Applied Physics & Computational Maths;
Hongjun Gao, Nanjing Normal Univ.;
Xueke Pu, Chongqing Univ., China.
Guo, Boling
Gao, Hongjun
Pu, Xueke
ISBN | 9783110493887 |
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Artikelnummer | 9783110493887 |
Medientyp | E-Book - PDF |
Copyrightjahr | 2016 |
Verlag | Walter de Gruyter GmbH & Co.KG |
Umfang | 228 Seiten |
Sprache | Englisch |
Kopierschutz | Digitales Wasserzeichen |