Stochastic PDEs and Dynamics
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1.146,37 kr.
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Produktbeskrivelse
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
Detaljer
- ISBN13 9783110495102
- Sider 228
- Udgivet 2016
- Forlag De Gruyter
- Format Hardback
- Udgave 1
- Sprog Engelsk