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Stochastic PDEs and dynamics

Author: Boling Guo
Publisher: Berlin : De Gruyter, [2017] ©2017
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Guo, Boling.
Stochastic PDEs and dynamics.
Berlin : De Gruyter, [2017]
(OCoLC)965789970
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Boling Guo
ISBN: 9783110493887 3110493888
OCLC Number: 965135054
Description: 1 online resource (viii, 220 pages)
Contents: Preliminaries --
The stochastic integral and Itô formula --
OU processes and SDEs --
Random attractors --
Applications.
Responsibility: Boling Guo, Hongjun Gao, Xueke Pu.

Abstract:

This book introduces the mathematics behind stochastic PDEs and their dynamical behavior. Starting with probability theory and stochastic processes, the authors discuss stochastic integrals, Ito's  Read more...

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