Stochastic PDEs and Dynamics
Boling Guo, Hongjun Gao, Xueke Pu
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:PreliminariesThe stochastic integral and Itô formulaOU processes and SDEsRandom attractorsApplicationsBibliographyIndex
- Издательство:
- De Gruyter
- Год издания:
- 2016
- ISBN:
- 978-3-1104-9510-2
- ISBN:
- 978-3-1104-9388-7
- ISBN:
- 978-3-1104-9243-9
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