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Author:   Boling Guo ,  Hongjun Gao ,  Xueke Pu
Publisher:   De Gruyter
Imprint:   De Gruyter
Weight:   0.561kg
ISBN:  

9783110495102

ISBN 10:   3110495104
Pages:   228
Publication Date:   21 November 2016
Recommended Age:   College Graduate Student
Audience:   Professional and scholarly ,  Professional & Vocational ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Available To Order  
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Table of Contents

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

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Author Information

Boling Guo, Inst. of Applied Physics & Computational Maths; Hongjun Gao, Nanjing Normal Univ.; Xueke Pu, Chongqing Univ., China.

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