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Stochastic Pdes and Dynamics
Boling Guo, Hongjun Gao, Xueke Pu
[PDF.ns33] Stochastic Pdes and Dynamics
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| 2016-11-21 | Original language:English | 9.69 x.67 x8.27l, | File type: PDF | 200 pages||About the Author|Boling Guo, Inst. of Applied Physics & Computational Maths;Hongjun Gao, Nanjing Normal Univ.;Xueke Pu, Chongqing Univ., China.
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 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.
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