UID:
almafu_9958354531902883
Format:
1 online resource (228p.)
ISBN:
9783110493887
Content:
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.
Note:
Frontmatter --
,
Preface --
,
Contents --
,
1. Preliminaries --
,
2. The stochastic integral and Itô formula --
,
3. OU processes and SDEs --
,
4. Random attractors --
,
5. Applications --
,
Bibliography --
,
Index
,
In English.
Additional Edition:
ISBN 978-3-11-049389-4
Additional Edition:
ISBN 978-3-11-049243-9
Additional Edition:
ISBN 978-3-11-049510-2
Language:
English
DOI:
10.1515/9783110493887
URL:
https://doi.org/10.1515/9783110493887
URL:
https://doi.org/10.1515/9783110493887
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