
Stochastic Partial Differential Equations and Applications - VII
Giuseppe Da Prato(Editor)
Marcel Dekker Inc (Publisher)
1st Edition
Published on 12. October 2005
Book
Paperback/Softback
360 pages
978-0-8247-0027-0 (ISBN)
Description
Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this book presents valuable information for PhD students in probability and PDEs as well as for researchers in pure and applied mathematics. Coverage includes Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, quantum stochastic differential equations, applications of SPDE, 3D stochastic Navier-Stokes equations, and nonlinear filtering.
More details
Series
Language
English
Place of publication
New York
United States
Publishing group
Taylor & Francis Inc
Target group
College/higher education
Professional and scholarly
Professional
Illustrations
1 s/w Abbildung
1 Illustrations, black and white
Dimensions
Height: 254 mm
Width: 178 mm
Thickness: 19 mm
Weight
677 gr
ISBN-13
978-0-8247-0027-0 (9780824700270)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

Giuseppe Da Prato
Stochastic Partial Differential Equations and Applications - VII
Book
08/2017
1st Edition
CRC Press
€297.12
Shipment within 10-20 days

Giuseppe Da Prato
Stochastic Partial Differential Equations and Applications - VII
E-Book
10/2005
1st Edition
Chapman & Hall/CRC
€377.99
Available for download

Giuseppe Da Prato
Stochastic Partial Differential Equations and Applications - VII
E-Book
10/2005
Chapman and Hall
€377.99
Available for download
Person
Giuseppe Da Prato, Luciano Tubaro
Content
Weak, Strong, and 4 Semigroup Solutions of Classical SDE: An Example. Feynman Path Integrals for Time-Dependent Potentials. The Irreducibility of Transition Semigroups and Approximate Controllability. Gradient Bounds for Solutions of Elliptic and Parabolic Equations. Asymptotic Compactness and Absorbing Sets for Stochastic Burgers Equations Driven by Space Time White Noise and for Some 2D Stochastic Navier-Stokes Equations on Certain Unbounded Domains. A Characterization of Approximately-Controllable Linear Stochastic Differential Equations. Asymptotic Behavior of Systems of DPDEs with Multiplicative Noise. On L1(H,m)-Properties of Ornstein-Uhlenbeck Semigroups. Intertwining and the Markov Uniqueness Problem on Path Spaces. On Some Problems of Regularity in Two-Dimensional Stochastic Hydrodynamics. Two Models of K41. Exponential Ergodicity for Stochastic Reaction-Diffusion Equations. Stochastic Optimal Control of Delay Equations Arising in Advertising Models. On Acceleration of Approximation Methods. Stochastic Variational Equations in White Noise Analysis. On the Foundation of the Lp-Theory of SPDEs. Levy Noises and Stochastic Integrals on Banach Spaces. A Stabilization Phenomenon for a Class of Stochastic Partial Differential Equations. Stochastic Heat and Wave Equations Driven by an Impulsive Noise. Harmonic Functions for Generalized Mehler Semigroups. The Dynamics of the 3D Navier-Stokes Equations. Stochastic Navier-Stokes Equations: Solvability, Control, and Filtering. Stability of the Optimal Filter Via Pointwise Gradient Estimates. Fractal Burgers Equation Driven by Levy Noise. Qualitative Properties of Solutions to Stochastic Burgers' System of Euqations. On the Stochastic Fubini Theorem in Infinite Dimensions. Ito-Tanaka's Formula for SPDEs Driven by Additive Space-Time White Noise.