Consists of papers given at the ICMS meeting held in 1994 on this
topic, and brings together some of the world's best known
authorities on stochastic partial differential equations.
Stochastic partial differential equations can be used in many areas
of science to model complex systems that evolve over time. Their
analysis is currently an area of much research interest. This book
consists of papers given at the ICMS Edinburgh meeting held in 1994
on this topic, and it brings together some of the world's best
known authorities on stochastic partial differential equations.
Subjects covered include the stochastic Navier-Stokes equation,
critical branching systems, population models, statistical
dynamics, and ergodic properties of Markov semigroups. For all
workers on stochastic partial differential equations this book will
have much to offer.
Table of contents:
1. Stochastic differential equations with boundary conditions and
the change of measure method A. Alabert; 2. The Martin boundary of
the Brownian sheet O. Brockhaus; 3. Neocompact sets and stochastic
Navier-Stokes equations N. Cutland and J. Keisler; 4. Numerical
experiments with spdes J. Gaines; 5. Contour processes of random
trees J. Geiger; 6. On a class of quasilinear stochastic
differential equations of parabolic type: regular dependence of
solutions on initial data N. Y. Goncharuk; 7. Fluctuations of a
two-level critical branching system L. Gorostiza; 8.
Non-persistence of two-level branching systems in low dimensions K.
Hochberg and A. Wakolbing; 9. The stochastic Wick-type Burger's
equation H. Holden, T. Lindstrom and B. Oksendal; 10. A weak
interaction epidemic among diffusing particles I. Kaj; 11. Noise
and dynamic transitions G. Lythe; 12. Backward stochastic
differential equations and quasilinear partial differential
equations X. Mao; 13. Path integrals and finite dimensional filters
S. Maybank; 14. A skew product representation for the generator of
a two sex population model J. Rebholz; 15. A nonlinear hyperbolic
spde: approximations and support C. Rovira and M. Sanz; 16.
Statistical dynamics with thermal noise R. Streater; 17. Stochastic
Hamilton-Jacobi equations A. Truma and H. Zhao; 18. On backward
filtering equations for SDE systems (direct approach) A. Y.
Veretennikov; 19. Ergodicity of Markov semigroups B.
Zegarlinski.
Stochastic partial differential equations can be used in many areas
of science to model complex systems that evolve over time. Their
analysis is currently an area of much research interest. This book
consists of papers given at the ICMS meeting held in 1994 on this
topic and it brings together some of the world's best known
authorities on stochastic partial differential equations.
Consists of papers given at the ICMS meeting held in 1994 on this
topic, and brings together some of the world's best known
authorities on stochastic partial differential equations.
1. Stochastic differential equations with boundary conditions and the change of measure method A. Alabert 2. The Martin boundary of the Brownian sheet O. Brockhaus 3. Neocompact sets and stochastic Navier-Stokes equations N. Cutland and J. Keisler 4. Numerical experiments with spdes J. Gaines 5. Contour processes of random trees J. Geiger 6. On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data N. Y. Goncharuk 7. Fluctuations of a two-level critical branching system L. Gorostiza 8. Non-persistence of two-level branching systems in low dimensions K. Hochberg and A. Wakolbing 9. The stochastic Wick-type Burger's equation H. Holden, T. Lindstrom and B. Oksendal 10. A weak interaction epidemic among diffusing particles I. Kaj 11. Noise and dynamic transitions G. Lythe 12. Backward stochastic differential equations and quasilinear partial differential equations X. Mao 13. Path integrals and finite dimensional filters S. Maybank 14. A skew product representation for the generator of a two sex population model J. Rebholz 15. A nonlinear hyperbolic spde: approximations and support C. Rovira and M. Sanz 16. Statistical dynamics with thermal noise R. Streater 17. Stochastic Hamilton-Jacobi equations A. Truma and H. Zhao 18. On backward filtering equations for SDE systems (direct approach) A. Y. Veretennikov 19. Ergodicity of Markov semigroups B. Zegarlinski.
