Stochastic PDEs and Dynamics |
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| Author:
| Guo, Boling
Gao, Hongjun
Pu, Xueke |
| ISBN: | 978-3-11-049510-2 |
| Publication Date: | Nov 2016 |
| Publisher: | Walter de Gruyter GmbH
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| Book Format: | Hardback |
| List Price: | USD $152.99USD $168.99 |
Book Description:
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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:...
More Description
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