1.

Record Nr.

UNINA9910823145203321

Autore

Guo Boling

Titolo

Stochastic PDEs and dynamics / / Boling Guo, Hongjun Gao, Xueke Pu

Pubbl/distr/stampa

Berlin, [Germany] ; ; Boston, [Massachusetts] : , : De Gruyter, , 2017

©2017

ISBN

3-11-049243-1

Descrizione fisica

1 online resource (220 pages)

Disciplina

519.2/2

Soggetti

Stochastic partial differential equations

Dynamics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Frontmatter -- Preface -- Contents -- 1. Preliminaries -- 2. The stochastic integral and Itô formula -- 3. OU processes and SDEs -- 4. Random attractors -- 5. Applications -- Bibliography -- Index

Sommario/riassunto

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