Stochastic Pdes and Dynamics
Stochastic Pdes and Dynamics
De Gruyter | English | 2017 | ISBN-10: 3110495104 | 200 pages | PDF | 2.66 mb
De Gruyter | English | 2017 | ISBN-10: 3110495104 | 200 pages | PDF | 2.66 mb
by Boling Guo (Author), Hongjun Gao (Author), Xueke Pu (Author)
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