Stochastic PDEs and Dynamics

by Boling Guo (Author), Hongjun Gao (Author), Xueke Pu (Author)

• New

  Hardcover
  2016

  $194.31

  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 Ito formula OU processes and SDEs Random attractors Applications Bibliography Index