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This book explains mathematical theories of a collection of
stochastic partial differential equations and their dynamical
behaviors. Based on probability and stochastic process, the authors
discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck
processes, and introduce theoretical framework for random
attractors. With rigorous mathematical deduction, the book is an
essential reference to mathematicians and physicists in nonlinear
science. Contents: Preliminaries The stochastic integral and Ito
formula OU processes and SDEs Random attractors Applications
Bibliography Index
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