Stochastic PDEs and Dynamics

Boling Guo, Hongjun Gao, Xueke Pu

ISBN 10: 3110495104 / ISBN 13: 9783110495102

Published by De Gruyter, DE, 2016

About this Item

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:PreliminariesThe stochastic integral and Itô formulaOU processes and SDEsRandom attractorsApplicationsBibliographyIndex.

Seller Inventory # LU-9783110495102

Bibliographic Details

• Title: Stochastic PDEs and Dynamics
• Publisher: De Gruyter, DE
• Publication Date: 2016
• Language: English
• ISBN 10: 3110495104
• ISBN 13: 9783110495102
• Binding: Hardback
• Condition: New
• Weight: 561 grams

About this title

Synopsis

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

About the Author

Boling Guo, Inst. of Applied Physics & Computational Maths;
Hongjun Gao, Nanjing Normal Univ.;
Xueke Pu, Chongqing Univ., China.