Stochastic PDEs and Dynamics
Boling Guo, Hongjun Gao, Xueke PuThis 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
- Presents dynamical behaviors of selected stochastic PDEs.
- Focuses on the intersection between probability and PDEs.
- Includes original research results from authors.
Thể loại:
Năm:
2016
Nhà xuát bản:
De Gruyter
Ngôn ngữ:
english
Trang:
228
ISBN 10:
3110493888
ISBN 13:
9783110493887
File:
PDF, 1.21 MB
IPFS:
,
english, 2016