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 Applications. While most of them are research papers, however, a few surveys written by experts are also included. The aim of the conference was to bring together mathematicians, physicists and engineers representing academic as well as industrial fields, who were interested in the theory and applications of SPDE's, a rapidly developing areas at the junction of several sciences. The main topics for discussion at the conference were non-linear SPDE's and Markov property for random fields, modern stochastic calculus, numerical and asymptotic methods for SPDE's, applications of SPDE's with emphasis on non-linear filtering, and stochastic control and statistical fluid dynamics.
Nonstationary anderson model with levy 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'equation differentielle 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 ito 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.
Series: Lecture Notes in Control and Information Sciences
Number Of Pages: 255
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 24.41 x 16.99
Weight (kg): 0.43