Stochastic PDEs and Dynamics
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| Title: | Stochastic PDEs and Dynamics |
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| Description: | 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 |
| Authors: | Boling Guo, Hongjun Gao, Xueke Pu |
| Resource Type: | eBook. |
| Subjects: | Stochastic partial differential equations, Dynamics |
| Categories: | MATHEMATICS / Probability & Statistics / Stochastic Processes, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Mathematical Analysis, SCIENCE / Physics / Mathematical & Computational, MATHEMATICS / Differential Equations / Partial |
| Database: | eBook Collection (EBSCOhost) |
| Abstract: | 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 |
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| ISBN: | 9783110495102 9783110493887 9783110492439 |
