Stochastic PDEs and Dynamics:

This book introduces the mathematics behind stochastic PDEs and their dynamical behavior. Starting with probability theory and stochastic processes, the authors discuss stochastic integrals, Itô's formula and Ornstein-Uhlenbeck processes, and they introduce the theoretical framework of random a...

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Bibliographic Details
Main Author: Guo, Boling 1936- (Author)
Format: Electronic eBook
Language:English
Published: Berlin ;Boston De Gruyter [2016]
Subjects:
Online Access:DE-1043
DE-1046
DE-858
DE-898
DE-859
DE-860
DE-91
DE-739
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Summary:This book introduces the mathematics behind stochastic PDEs and their dynamical behavior. Starting with probability theory and stochastic processes, the authors discuss stochastic integrals, Itô'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
Item Description:Description based on online resource; title from PDF title page (publisher's Web site, viewed Oct. 27, 2016)
Physical Description:1 online resource (228pages)
ISBN:9783110493887
DOI:10.1515/9783110493887

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