Stochastic PDEs and Dynamics

ISBN: 9783110495102 出版年：2016 页码：228 Guo, Boling,Gao, Hongjun,Pu, Xueke De Gruyter

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