Stochastic PDEs and dynamics:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin ; Boston
De Gruyter
[2017]
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | VIII, 220 Seiten |
| ISBN: | 9783110493894 9783110495102 |
Internformat
MARC
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| 020 | |a 9783110493894 |9 978-3-11-049389-4 | ||
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| 100 | 1 | |a Guo, Boling |d 1936- |e Verfasser |0 (DE-588)1073302334 |4 aut | |
| 245 | 1 | 0 | |a Stochastic PDEs and dynamics |c Boling Guo, Hongjun Gao, Xueke Pu |
| 264 | 1 | |a Berlin ; Boston |b De Gruyter |c [2017] | |
| 264 | 4 | |c © 2017 | |
| 300 | |a VIII, 220 Seiten | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Stochastic partial differential equations | |
| 650 | 4 | |a Dynamics | |
| 650 | 0 | 7 | |a Stochastische partielle Differentialgleichung |0 (DE-588)4135969-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastische partielle Differentialgleichung |0 (DE-588)4135969-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Gao, Hongjun |e Verfasser |4 aut | |
| 700 | 1 | |a Pu, Xueke |e Verfasser |0 (DE-588)1113615451 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, EPUB |z 978-3-11-049243-9 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, PDF |z 978-3-11-049388-7 |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-029269105 | ||
Datensatz im Suchindex
| _version_ | 1804176737808941056 |
|---|---|
| adam_text | CONTENTS
1 PRELIMINARIES * 1
1.1 PRELIMINARIES IN PROBABILITY * 1
1.1.1 PROBABILITY SPACE * 1
1.1.2 RANDOM VARIABLE AND PROBABILITY DISTRIBUTION
1.1.3 MATHEMATICAL EXPECTATION AND MOMENTUM *
1.2 SOME PRELIMINARIES OF STOCHASTIC PROCESS *
1.2.1 MARKOV PROCESS* 15
1.2.2 PRELIMINARIES ON ERGODIC THEORY * 22
1.3 MARTINGALE * 25
1.4 WIENER PROCESS AND BROWN MOTION * 33
1.5 POISSON PROCESS * 39
1.6 L§VY PROCESS * 41
1.6.1 CHARACTERISTIC FUNCTION AND INFINITE DIVISIBILITY
1.6.2 L§VY PROCESS * 42
1.6.3 L6VY-LTD DECOMPOSITION * 44
1.7 THE FRACTIONAL BROWNIAN MOTION * 47
2 THE STOCHASTIC INTEGRAL AND LTD FORMULA * 49
2.1 STOCHASTIC INTEGRAL* 49
2.1.1 LTD INTEGRAL * 50
2.1.2 THE STOCHASTIC INTEGRAL IN GENERAL CASE * 53
2.1.3 POISSON STOCHASTIC INTEGRAL * 55
2.2 ITO FORMULA * 56
2.3 THE INFINITE-DIMENSIONAL CASE * 61
2.3.1 Q-WIENER PROCESS AND THE STOCHASTIC INTEGRAL
2.3.2 LTD FORMULA * 65
2.4 NUCLEAR OPERATOR AND HS OPERATOR* 67
3 OU PROCESSES AND SDES * 70
3.1 OMSTEIN-UHLENBECK PROCESSES* 70
3.2 LINEAR SDES * 74
3.3 NONLINEAR SDES * 79
4 RANDOM ATTRACTORS* 82
4.1 DETERMINATE NONAUTONOMOUS SYSTEMS * 82
4.2 STOCHASTIC DYNAMICAL SYSTEMS* 84
5 APPLICATIONS* 88
5.1 STOCHASTIC GL EQUATION * 88
5.1.1 THE EXISTENCE OF RANDOM ATTRACTOR * 90
5.1.2 HAUSDORFF DIMENSION OF RANDOM ATTRACTOR*
5.1.3 GENERALIZED SGLE * 100
VIII *
CONTENTS
5.2 ERGODICITY FOR SGL WITH DEGENERATE NOISE* 101
5.2.1 MOMENTUM ESTIMATE AND PATHWISE UNIQUENESS * 104
5.2.2 INVARIANT MEASURES
-----
111
5.2.3 ERGODICITY * 115
5.2.4 SOME REMARKS * 129
5.3 STOCHASTIC DAMPED FORCED OSTROVSKY EQUATION * 129
5.3.1 INTRODUCTION * 129
5.3.2 WELL-POSEDNESS* 131
5.3.3 UNIFORM ESTIMATES OF SOLUTIONS* 141
5.3.4 ASYMPTOTIC COMPACTNESS AND RANDOM ATTRACTORS * 150
5.4 SIMPLIFIED QUASI-GEOSTROPHIC MODEL * 153
5.4.1 THE EXISTENCE AND UNIQUENESS OF SOLUTION* 155
5.4.2 EXISTENCE OF RANDOM ATTRACTORS * 161
5.5 STOCHASTIC PRIMITIVE EQUATIONS
-----
167
5.5.1 STOCHASTIC 2D PRIMITIVE EQUATIONS WITH L6VY NOISE * 168
5.5.2 LARGE DEVIATION FOR STOCHASTIC PRIMITIVE EQUATIONS* 188
BIBLIOGRAPHY
-----
207
INDEX* 219
|
| any_adam_object | 1 |
| author | Guo, Boling 1936- Gao, Hongjun Pu, Xueke |
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| author_role | aut aut aut |
| author_sort | Guo, Boling 1936- |
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| building | Verbundindex |
| bvnumber | BV043858954 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.25 |
| callnumber-search | QA274.25 |
| callnumber-sort | QA 3274.25 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 820 |
| classification_tum | MAT 606f |
| ctrlnum | (OCoLC)965508306 (DE-599)BVBBV043858954 |
| dewey-full | 519.2/2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/2 |
| dewey-search | 519.2/2 |
| dewey-sort | 3519.2 12 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV043858954 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:36:57Z |
| institution | BVB |
| isbn | 9783110493894 9783110495102 |
| language | English |
| lccn | 016042702 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029269105 |
| oclc_num | 965508306 |
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| owner_facet | DE-703 DE-384 DE-91G DE-BY-TUM DE-19 DE-BY-UBM DE-634 DE-83 |
| physical | VIII, 220 Seiten |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | De Gruyter |
| record_format | marc |
| spelling | Guo, Boling 1936- Verfasser (DE-588)1073302334 aut Stochastic PDEs and dynamics Boling Guo, Hongjun Gao, Xueke Pu Berlin ; Boston De Gruyter [2017] © 2017 VIII, 220 Seiten txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Stochastic partial differential equations Dynamics Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd rswk-swf Stochastische partielle Differentialgleichung (DE-588)4135969-0 s DE-604 Gao, Hongjun Verfasser aut Pu, Xueke Verfasser (DE-588)1113615451 aut Erscheint auch als Online-Ausgabe, EPUB 978-3-11-049243-9 Erscheint auch als Online-Ausgabe, PDF 978-3-11-049388-7 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029269105&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Guo, Boling 1936- Gao, Hongjun Pu, Xueke Stochastic PDEs and dynamics Stochastic partial differential equations Dynamics Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd |
| subject_GND | (DE-588)4135969-0 |
| title | Stochastic PDEs and dynamics |
| title_auth | Stochastic PDEs and dynamics |
| title_exact_search | Stochastic PDEs and dynamics |
| title_full | Stochastic PDEs and dynamics Boling Guo, Hongjun Gao, Xueke Pu |
| title_fullStr | Stochastic PDEs and dynamics Boling Guo, Hongjun Gao, Xueke Pu |
| title_full_unstemmed | Stochastic PDEs and dynamics Boling Guo, Hongjun Gao, Xueke Pu |
| title_short | Stochastic PDEs and dynamics |
| title_sort | stochastic pdes and dynamics |
| topic | Stochastic partial differential equations Dynamics Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd |
| topic_facet | Stochastic partial differential equations Dynamics Stochastische partielle Differentialgleichung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029269105&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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