ENGLISH

Stochastic PDEs and Dynamics

By Boling Guo , Xueke Pu , Hongjun Gao

Book information

Publisher
Walter de Gruyter
Year
2016
ISBN
3110495104, 9783110495102
Language
english
Format
PDF
Filesize
1 MB (1379775 bytes)
Edition
1
Pages
228\229
Time added
2025-01-31 12:22:24

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

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