Stochastic PDEs and dynamics
This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck processes, and introduce theoretical framewor...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Berlin :
De Gruyter
[2017]
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| Colección: | EBSCO Academic eBook Collection Complete.
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| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b37358492*spi |
Tabla de Contenidos:
- Preliminaries
- The stochastic integral and Itô formula
- OU processes and SDEs
- Random attractors
- Applications.
