Autorzy | |
Wydawnictwo | De Gruyter |
Data wydania | 21/11/2016 |
Wydanie | Pierwsze |
Forma publikacji | eBook: Reflowable eTextbook (ePub) |
Język | angielski |
ISBN | 9783110492439 |
Kategorie | Analizy realne i zmienne rzeczywiste, Rachunek różniczkowy i formuły, Prawdopodobieństwo i statystyka, Stochastyka, Fizyka Matematyczna |
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
Stochastic PDEs and Dynamics