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 framewor...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DG Plus eBook-Package 2017
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Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2016]
©2017
Year of Publication:2016
Language:English
Online Access:
Physical Description:1 online resource (VIII, 220 p.)
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Other title:Frontmatter --
Preface --
Contents --
1. Preliminaries --
2. The stochastic integral and Itô formula --
3. OU processes and SDEs --
4. Random attractors --
5. Applications --
Bibliography --
Index
Summary: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
Format:Mode of access: Internet via World Wide Web.
ISBN:9783110493887
9783110719543
9783110485103
9783110485288
DOI:10.1515/9783110493887
Access:restricted access
Hierarchical level:Monograph
Statement of Responsibility: Boling Guo, Hongjun Gao, Xueke Pu.