Stochastic PDEs and Dynamics
eBook
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 |
|---|---|
| Article number | 9783110493887 |
| Media type | eBook - PDF |
| Copyright year | 2016 |
| Publisher | Walter de Gruyter GmbH & Co.KG |
| Length | 228 pages |
| Language | English |
| Copy protection | Digital watermarking |
