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| dc.contributor.author | Guo Boling. | |
| dc.date.accessioned | 2024-01-26T21:30:30Z | |
| dc.date.available | 2024-01-26T21:30:30Z | |
| dc.date.issued | 2016 | |
| dc.identifier.citation | Guo. Stochastic PDEs and Dynamics - De Gruyter, 2016 - 1 online resource - URL: https://libweb.kpfu.ru/ebsco/pdf/1438374.pdf | |
| dc.identifier.isbn | 3110493888 | |
| dc.identifier.isbn | 9783110493887 | |
| dc.identifier.uri | https://dspace.kpfu.ru/xmlui/handle/net/178142 | |
| dc.description | Includes bibliographical references and index. | |
| dc.description.tableofcontents | Preface ; Contents ; 1 Preliminaries ; 1.1 Preliminaries in probability ; 1.1.1 Probability space ; 1.1.2 Random variable and probability distribution ; 1.1.3 Mathematical expectation and momentum ; 1.2 Some preliminaries of stochastic process ; 1.2.1 Markov process | |
| dc.description.tableofcontents | 1.2.2 Preliminaries on ergodic theory 1.3 Martingale ; 1.4 Wiener process and Brown motion ; 1.5 Poisson process ; 1.6 Lévy process ; 1.6.1 Characteristic function and infinite divisibility ; 1.6.2 Lévy process ; 1.6.3 Lévy-Itô decomposition ; 1.7 The fractional Brownian motion | |
| dc.description.tableofcontents | 2 The stochastic integral and Itô formula 2.1 Stochastic integral ; 2.1.1 Itô integral ; 2.1.2 The stochastic integral in general case ; 2.1.3 Poisson stochastic integral ; 2.2 Itô formula ; 2.3 The infinite-dimensional case ; 2.3.1 Q-Wiener process and the stochastic integral | |
| dc.description.tableofcontents | 2.3.2 Itô formula 2.4 Nuclear operator and HS operator ; 3 OU processes and SDEs ; 3.1 Ornstein-Uhlenbeck processes ; 3.2 Linear SDEs ; 3.3 Nonlinear SDEs ; 4 Random attractors ; 4.1 Determinate nonautonomous systems ; 4.2 Stochastic dynamical systems ; 5 Applications | |
| dc.description.tableofcontents | 5.1 Stochastic GL equation 5.1.1 The existence of random attractor ; 5.1.2 Hausdorff dimension of random attractor ; 5.1.3 Generalized SGLE ; 5.2 Ergodicity for SGL with degenerate noise ; 5.2.1 Momentum estimate and pathwise uniqueness ; 5.2.2 Invariant measures ; 5.2.3 Ergodicity | |
| dc.language | English | |
| dc.language.iso | en | |
| dc.publisher | De Gruyter | |
| dc.subject.other | Stochastic partial differential equations. | |
| dc.subject.other | Dynamics. | |
| dc.subject.other | Dynamics. | |
| dc.subject.other | Stochastic partial differential equations. | |
| dc.subject.other | MATHEMATICS / Applied | |
| dc.subject.other | MATHEMATICS / Probability & Statistics / General | |
| dc.subject.other | Electronic books. | |
| dc.title | Stochastic PDEs and Dynamics | |
| dc.type | Book | |
| dc.description.pages | 1 online resource | |
| dc.collection | Электронно-библиотечные системы | |
| dc.source.id | EN05CEBSCO05C103093 |
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