Stochastic PDEs and dynamics /

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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 framewor...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Guo, Boling (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin : De Gruyter, [2017]
Temas:
Stochastic partial differential equations.
Dynamics.
Équations aux dérivées partielles stochastiques.
Dynamique.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Dynamics
Stochastic partial differential equations
Itô's formula.
Ornstein-Uhlenbeck processes.
Stochastic PDEs.
dynamical behavior.
random attractors.
stochastic integrals.
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (viii, 220 pages)
Bibliografía:Includes bibliographical references and index.
ISBN:9783110493887
3110493888

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