Подробное описание документа

Boling Guo, Hongjun Gao, Xueke Pu
   Stochastic PDEs and Dynamics / Boling Guo, Hongjun Gao, Xueke Pu. - [N. p.] : De Gruyter, 2016. - ISBN 9783110493887.

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https://library.bmstu.ru/eBook/pdf/1438374

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:PreliminariesThe stochastic integral and Itô formulaOU processes and SDEsRandom attractorsApplicationsBibliographyIndex