Stochastic Partial Differential Equations and Their Applications
Proceedings of IFIP WG 7/1 International Conference University of North Carolina at Charlotte, NC, June 6-8,1991
Published on 27. May 1992
Book
Paperback/Softback
VIII, 255 pages
978-3-540-55292-5 (ISBN)
Description
This volume consists of 24 papers submitted for publication
by the invited speakers of the IFIP International Conference
on Stochastic Partial Differential Equations and their Ap-
plications. Most of them are research papers, however, a few
surveys written by world renowed experts are also included.
The aim of the conference was to bring together mathematici-
ans, physicists and engineers representing academic as well
as industrial fields, interested in the theory and applica-
tions of SPDE's. The field of SPDE's is one of the most dy-
namically developing areas at the cross roads of several
sciences. It is especially attractive for many because of
its interdisciplinary character and enormous richness ofal-
ready existing as well as potential applications. There were
about one hundred participants registered for the conferen-
ce. With rare exceptions, all of the most active researchers
in the field of SPDE's throughout the world were present at
the conference. The main topics for discussion at the confe-
rence were: non-linear SPDE's and Markov property for random
fields, modern stochastic calculuses, numerical and asympto-
tic methods for SPDE's, applications of SPDE's with emphasis
onnon-linear filtering, stochastic control and statistical
fluid dynamics.
More details
Series
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
2 s/w Abbildungen
VIII, 255 p. 2 illus.
Dimensions
Height: 244 mm
Width: 170 mm
Thickness: 15 mm
Weight
468 gr
ISBN-13
978-3-540-55292-5 (9783540552925)
DOI
10.1007/BFb0007313
Schweitzer Classification
Content
Nonstationary anderson model with lévy potential.- Stochastic partial differential equations in control of structures.- Splitting up method in the context of stochastic pde.- Generalized stochastic differential equations on (D*).- On invariant measure for semilinear equations with dissipative nonlinearities.- Random conservation laws and global solutions of nonlinear SPDE application to the HJB SPDE of anticipative control.- Stochastic calculus with anticipation and shift transformations of wiener's measure.- A propos d'un exemple d'équation différentielle stochastique en dimension infinie.- Stochastic evolution equations with non-coercive monotone operators.- Existence of a smooth density for the filter in nonlinear filtering on manifolds.- On the itô formula for two-parameter martingales.- Central limit theorem results for a reaction-diffusion equation with fast-oscillating boundary perturbations.- On the stochastic partial differential equations of Ginzburg-Landau type.- Stochastic variational calculus.- A nuclear space-valued stochastic differential equation driven by poisson random measures.- Random vortex models and stochastic partial differential equations.- On explicit formulas for solutions of evolutionary SPDE's (a kind of introduction to the theory).- Convolution and fourier transform of hida distributions.- Splitting-up approximation for SPDE's and SDE's with application to nonlinear filtering.- Representation and approximation of martingale measures.- Backward stochastic differential equations and quasilinear parabolic partial differential equations.- Lyapunov exponent of a stochastic wave equation.- On stochastic elliptic boundary value problems associated with gaussian markov random fields.- White noise methods for stochastic partial differentialequations.