2379:-
Uppskattad leveranstid 7-12 arbetsdagar
Fri frakt för medlemmar vid köp för minst 249:-
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 It formula OU processes and SDEs Random attractors Applications Bibliography Index
- Illustratör: 10 Schwarz-Weiß-Tabellen 30 Schwarz-Weiß-Abbildungen
- Format: Inbunden
- ISBN: 9783110495102
- Språk: Engelska
- Antal sidor: 228
- Utgivningsdatum: 2016-11-21
- Förlag: De Gruyter