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Cover image for book Stochastic PDEs and Dynamics

Stochastic PDEs and Dynamics

By:Boling Guo; Hongjun Gao; Xueke Pu
Publisher:De Gruyter
Print ISBN:9783110495102
eText ISBN:9783110492439
Edition:1
Copyright:2017
Format:Reflowable

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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 framework for random attractors. With rigorous mathematical deduction, the book is an essential reference to mathematicians and physicists in nonlinear science. Contents: Preliminaries The stochastic integral and Itô formula OU processes and SDEs Random attractors Applications Bibliography Index

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