Description: This book introduces the mathematics behind stochastic PDEs and their dynamical behavior. Starting with probability theory and stochastic processes, the authors discuss stochastic integrals, Itô's formula and Ornstein-Uhlenbeck processes, and they
Brief description: Boling Guo, Inst. of Applied Physics & Computational Maths;Hongjun Gao, Nanjing Normal Univ.;Xueke Pu, Chongqing Univ., China.