Stochastic PDEs and dynamics /

Mostrar otras versiones (1)

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...

Descripción completa

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
Tabla de Contenidos:
  • Preliminaries
  • The stochastic integral and Itô formula
  • OU processes and SDEs
  • Random attractors
  • Applications.

Ejemplares similares