Stochastic PDEs and Dynamics

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1.273,75 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