Stochastic PDEs and Dynamics
Author | : Boling Guo |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 228 |
Release | : 2016-11-21 |
ISBN-10 | : 9783110493887 |
ISBN-13 | : 3110493888 |
Rating | : 4/5 (888 Downloads) |
Download or read book Stochastic PDEs and Dynamics written by Boling Guo and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-11-21 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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