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 Ito formula
OU processes and SDEs
Random attractors
Applications
Bibliography
Index
- ISBN10 3110495104
- ISBN13 9783110495102
- Publish Date 21 November 2016
- Publish Status Active
- Publish Country DE
- Imprint De Gruyter
- Format Hardcover
- Pages 228
- Language English
- URL https://degruyter.com/isbn/9783110495102