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: 176 - Brossura

Rozovskii, Boris L.

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ISBN 10: 3540552928 ISBN 13: 9783540552925

Casa editrice: Springer, 2013

Riassunto

This volume consists of 24 papers submitted for publicationby the invited speakers of the IFIP International Conferenceon Stochastic Partial Differential Equations and their Ap-plications. Most of them are research papers, however, a fewsurveys 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 wellas 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 severalsciences. It is especially attractive for many because ofits interdisciplinary character and enormous richness ofal-ready existing as well as potential applications. There wereabout one hundred participants registered for the conferen-ce. With rare exceptions, all of the most active researchersin the field of SPDE's throughout the world were present atthe conference. The main topics for discussion at the confe-rence were: non-linear SPDE's and Markov property for randomfields, modern stochastic calculuses, numerical and asympto-tic methods for SPDE's, applications of SPDE's with emphasisonnon-linear filtering, stochastic control and statisticalfluid dynamics.

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Contenuti

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 differential equations.

Dettagli dell?edizione

• Editore: Springer
• Data di pubblicazione: 2013
• ISBN 10: 3540552928
• ISBN 13: 9783540552925
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero edizione: 1
• Numero di pagine: 268
• Contatto del produttore: {language_tag:it_IT,value:"Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com"}