Stochastic PDEs and Dynamics
Autor Boling Guo, Xueke Pu, Hongjun Gaoen Limba Engleză Hardback – 21 noi 2016
Contents:
Preliminaries
The stochastic integral and It formula
OU processes and SDEs
Random attractors
Applications
Bibliography
Index
| Toate formatele și edițiile | Preț | Express |
|---|---|---|
| Hardback (1) | 991.73 lei 43-57 zile | |
| De Gruyter – 21 noi 2016 | 991.73 lei 43-57 zile | |
| Electronic book text (1) | 732.69 lei Precomandă | |
| De Gruyter – 9 oct 2016 | 732.69 lei Precomandă |
Preț: 991.73 lei
Preț vechi: 1287.97 lei
-23% Nou
Puncte Express: 1488
Preț estimativ în valută:
175.47€ • 204.42$ • 153.22£
175.47€ • 204.42$ • 153.22£
Carte tipărită la comandă
Livrare economică 19 ianuarie-02 februarie 26
Preluare comenzi: 021 569.72.76
Specificații
ISBN-13: 9783110495102
ISBN-10: 3110495104
Pagini: 228
Ilustrații: 30 Schwarz-Weiß- Abbildungen, 10 Schwarz-Weiß- Tabellen
Dimensiuni: 175 x 246 x 18 mm
Greutate: 0.57 kg
Editura: De Gruyter
ISBN-10: 3110495104
Pagini: 228
Ilustrații: 30 Schwarz-Weiß- Abbildungen, 10 Schwarz-Weiß- Tabellen
Dimensiuni: 175 x 246 x 18 mm
Greutate: 0.57 kg
Editura: De Gruyter
Notă biografică
Boling Guo, Inst. of Applied Physics & Computational Maths; Hongjun Gao, Nanjing Normal Univ.; Xueke Pu, Chongqing Univ., China.
Cuprins
Table of Content:
Chapter 1 Preliminaries
1.1 Preliminaries in probability
1.2 Preliminaries of stochastic process
1.3 Martingale
1.4 Wiener process and Brown motion
1.5 Poisson process
1.6 Levy process
1.7 The fractional Brownian motion
Chapter 2 The stochastic integral and Ito formula
2.1 Stochastic integral
2.2 Ito formula
2.3 The infnite dimensional case
2.4 Nuclear operator and Hilbert-Schmidt operator
Chapter 3 OU processes and SDEs
3.1 Ornstein-Uhlenbeck processes
3.2 Linear SDEs
3.3 Nonlinear SDEs
Chapter 4 Random attractors
4.1 Determinate nonautonomous systems
4.2 Stochastic dynamical systems
Chapter 5 Applications
5.1 Stochastic Ginzburg-Landau equation
5.2 Ergodicity for SGL with degenerate noise
5.3 Stochastic damped forced Ostrovsky equation
5.4 Simplifed quasi geostrophic model
5.5 Stochastic primitive equations
References
Chapter 1 Preliminaries
1.1 Preliminaries in probability
1.2 Preliminaries of stochastic process
1.3 Martingale
1.4 Wiener process and Brown motion
1.5 Poisson process
1.6 Levy process
1.7 The fractional Brownian motion
Chapter 2 The stochastic integral and Ito formula
2.1 Stochastic integral
2.2 Ito formula
2.3 The infnite dimensional case
2.4 Nuclear operator and Hilbert-Schmidt operator
Chapter 3 OU processes and SDEs
3.1 Ornstein-Uhlenbeck processes
3.2 Linear SDEs
3.3 Nonlinear SDEs
Chapter 4 Random attractors
4.1 Determinate nonautonomous systems
4.2 Stochastic dynamical systems
Chapter 5 Applications
5.1 Stochastic Ginzburg-Landau equation
5.2 Ergodicity for SGL with degenerate noise
5.3 Stochastic damped forced Ostrovsky equation
5.4 Simplifed quasi geostrophic model
5.5 Stochastic primitive equations
References