Stochastic PDEs and Dynamics

Beschreibung

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

Autor*in

Boling Guo

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

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