• Media type: E-Book
  • Title: Stochastic PDEs and Dynamics
  • Contains: Frontmatter -- -- Preface -- -- Contents -- -- 1. Preliminaries -- -- 2. The stochastic integral and Itô formula -- -- 3. OU processes and SDEs -- -- 4. Random attractors -- -- 5. Applications -- -- Bibliography -- -- Index
  • Contributor: Guo, Boling [Author]; Gao, Hongjun [Author]; Pu, Xueke [Author]
  • Published: Berlin; Boston: De Gruyter, [2017]
  • Published in: De Gruyter eBook-Paket Mathematik
  • Extent: 1 Online-Ressource (VIII, 220 Seiten)
  • Language: English
  • DOI: 10.1515/9783110493887
  • ISBN: 9783110493887; 9783110492439; 9783110493894
  • Identifier:
  • RVK notation: SK 820 : Stochastische Prozesse
  • Keywords: Stochastische partielle Differentialgleichung
  • Origination:
  • Footnote: In English
    Mode of access: Internet via World Wide Web
  • Description: 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.
  • Access State: Restricted Access | Information to licenced electronic resources of the SLUB