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 | 9783110492439 |
---|---|
Article number | 9783110492439 |
Media type | eBook - ePUB |
Copyright year | 2016 |
Publisher | Walter de Gruyter GmbH & Co.KG |
Length | 228 pages |
Language | English |
Copy protection | Digital watermarking |