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...
Saved in:
Superior document: | Title is part of eBook package: De Gruyter DG Plus eBook-Package 2017 |
---|---|
VerfasserIn: | |
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.) |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
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. |