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Stochastic Pdes and Dynamics
Hardcover
General MathematicsPhysicsProbability & Statistics
ISBN13: 9783110495102
Publisher: De Gruyter
Published: Nov 21 2016
Pages: 228
Weight: 1.25
Height: 0.56 Width: 6.69 Depth: 9.61
Language: English
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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