Stochastic PDEs and Dynamics

Beschreibung

This book introduces the mathematics behind stochastic PDEs and their dynamical behavior. Starting with probability theory and stochastic processes, the authors discuss stochastic integrals, Itô's formula and Ornstein-Uhlenbeck processes, and they introduce the theoretical framework of random attractors. The rigorous presentation of the contents makes this book an essential reference for mathematicians and physicists alike.

Autor*in

Boling Guo

Themen in »Stochastic PDEs and Dynamics«

Itô's formula Ornstein-Uhlenbeck processes Stochastic PDEs dynamical behavior random attractors stochastic integrals

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