ENGLISH

Stochastic PDEs and Dynamics

By Boling Guo; Hongjun Gao; Xueke Pu

Book information

Publisher
de Gruyter
Year
2016
ISBN
9783110493887, 9783110495102
DOI
10.1515/9783110493887
Language
english
Format
EPUB
Filesize
33 MB (34570521 bytes)
Pages
228\0
Library
degruyter.com
Time added
2023-07-26 05:51:58

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:PreliminariesThe stochastic integral and Itô formulaOU processes and SDEsRandom attractorsApplicationsBibliographyIndex Presents dynamical behaviors of selected stochastic PDEs. Focuses on the intersection between probability and PDEs. Includes original research results from authors.

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