Probabilistic Methods in Applied Mathematics

¿List of ContributorsPrefaceContents of Other VolumesStatistically Well-Set Cauchy Problems I Introduction II Probability in Function Spaces III Well-Set Cauchy Problems IV Some Special Conditions V Correlation and Spectrum VI Evolution of the Spectral Matrix Measure VII Parabolic Problems Appendix A: Borel Sets in the Relevant Function Spaces Appendix B: Regular Probability Measures Appendix C: Cauchy Problems Which Are Statistically but Not Deterministically Well Set Appendix D: Existence of Normal Measures with Given Covariance ReferencesWave Propagation In Random Anisotropic Media I Introduction II Mathematical Techniques III An Effective Medium Description for a Random Uniaxial Anisotropic Medium and the Resulting Dyadic Green's Function IV Extension to Biaxial Anisotropic Random Media V Summary Appendix: Evaluation of K0(k) ReferencesStochastic Processes In Heat And Mass Transport I Introduction II Velocity Field III Mass Transport IV Temperature Transport V Coupling of Mass and Heat Transport VI Conclusion ReferencesPotential Theory For Markov Chains Introduction I Markov Chains II Potential Theory for a Transient Kernel III Hitting Distributions IV Dirichlet Problem and Poisson Equation V Martingales and Potentials VI Problems of Potential Theory VII Martin Boundary VIII Examples Appendixes ReferencesOn Some Stochastic Differential Games I Preliminary Concepts II The Solution of a General Stochastic Linear Pursuit-Evasion Game III The Solution of a Stochastic Linear Pursuit-Evasion Game with Nonrandom Controls IV Formal Solutions for Some Classes of Stochastic Linear Pursuit-Evasion Games V Many-Player Stochastic Differential Games ReferencesAuthor IndexSubject Index