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03207cam a2200565Ma 4500 |
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koha001012856 |
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OCoLC |
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20250222065940.0 |
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m d |
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161202s2016 xx o 000 0 eng d |
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|a koha001012856
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| 040 |
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|a IDEBK
|b eng
|e pn
|c IDEBK
|d OCLCQ
|d EBLCP
|d IDEBK
|d YDX
|d N$T
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| 019 |
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|a 967830793
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| 020 |
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|a 3110493888
|q (electronic bk.)
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|a 9783110493887
|q (electronic bk.)
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|z 3110492431
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|z 3110495104
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|z 9783110495102 (alk. paper)
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| 020 |
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|z 9783110492439
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| 037 |
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|a 972867
|b MIL
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| 050 |
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4 |
|a QA274.25.B65 2016
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| 072 |
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7 |
|a MAT
|x 003000
|2 bisacsh
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| 072 |
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7 |
|a MAT
|x 029000
|2 bisacsh
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0 |
4 |
|a 519.2/2
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| 049 |
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|a MAIN
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| 100 |
1 |
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|a Guo, Boling.
|9 910502
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| 245 |
1 |
0 |
|a Stochastic PDEs and Dynamics
|h [electronic resource].
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| 260 |
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|b De Gruyter,
|c 2016.
|9 899814
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| 300 |
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|a 1 online resource
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| 588 |
0 |
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|a Print version record.
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0 |
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|a 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
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| 505 |
8 |
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|a 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
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| 505 |
8 |
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|a 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
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| 505 |
8 |
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|a 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
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| 505 |
8 |
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|a 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
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| 504 |
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|a Includes bibliographical references and index.
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| 653 |
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|a Stochastic partial differential equations.
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| 653 |
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0 |
|a Dynamics.
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| 653 |
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7 |
|a Dynamics.
|2 fast
|0 (OCoLC)fst00900295
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| 653 |
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7 |
|a Stochastic partial differential equations.
|2 fast
|0 (OCoLC)fst01133516
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| 653 |
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7 |
|a MATHEMATICS / Applied
|2 bisacsh
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| 653 |
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7 |
|a MATHEMATICS / Probability & Statistics / General
|2 bisacsh
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| 655 |
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0 |
|a EBSCO eBooks
|9 905790
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| 655 |
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4 |
|a Electronic books.
|9 899821
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| 856 |
4 |
0 |
|3 EBSCOhost
|u https://www.lib.tsu.ru/limit/2023/EBSCO/1438374.pdf
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| 856 |
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|y Перейти в каталог НБ ТГУ
|u https://koha.lib.tsu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=1012856
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| 910 |
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|a EBSCO eBooks
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| 999 |
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|c 1012856
|d 1012856
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| 039 |
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