Stochastic Partial Differential Equations

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Paperback | 11 September 1995

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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 Navierâ"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.

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Stochastic differential equations with boundary conditions and the change of measure method
The Martin boundary of the Brownian sheet
Neocompact sets and stochastic Navier-Stokes equations
Numerical experiments with spdes
Contour processes of random trees
On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data
Fluctuations of a two-level critical branching system
Non-persistence of two-level branching systems in low dimensions
The stochastic Wick-type Burger's equation
A weak interaction epidemic among diffusing particles
Noise and dynamic transitions
Backward stochastic differential equations and quasilinear partial differential equations
Path integrals and finite dimensional filters
A skew product representation for the generator of a two sex population model
A nonlinear hyperbolic spde: approximations and support
Statistical dynamics with thermal noise
Stochastic Hamilton-Jacobi equations
On backward filtering equations for SDE systems (direct approach)
Ergodicity of Markov semigroups
Table of Contents provided by Publisher. All Rights Reserved.

Stochastic Partial Differential Equations

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Paperback

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