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Stochastic Pdes and Dynamics by Boling Guo, Hongjun Gao, Xueke Pu

Stochastic Pdes and Dynamics

by Boling Guo , Hongjun Gao , Xueke Pu
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Book cover type: Hardcover
  • ISBN13: 9783110495102
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: de Gruyter
  • Publisher Imprint: de Gruyter
  • Publication Date:
  • Pages: 228
  • Original Price: GBP 109.0
  • Language: English
  • Edition: N/A
  • Item Weight: 567 grams
  • BISAC Subject(s): Probability & Statistics / Stochastic Processes

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

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