Stochastic PDEs and Dynamics

Stochastic PDEs and Dynamics

EnglishEbook
Guo, Boling
De Gruyter
EAN: 9783110492439
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Detailed information

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

EAN 9783110492439
ISBN 3110492431
Binding Ebook
Publisher De Gruyter
Publication date November 21, 2016
Pages 228
Language English
Country Germany
Authors Gao, Hongjun; Guo, Boling; Pu, Xueke