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

  • Editors
  • Boris L. Rozovskii
  • Richard B. Sowers
Conference proceedings

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 176)

Table of contents

  1. Front Matter
  2. Ho S. Ahn, René A. Carmona, Stanislas A. Molchanov
    Pages 1-11
  3. Nikos Frangos, David Nualart, Marta Sanz-Solé
    Pages 92-100
  4. Takeyuki Hida
    Pages 123-134
  5. Peter Kotelenez, J. Adin Mann Jr.
    Pages 144-152

About these proceedings


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 Ap- plications. Most of them are research papers, however, a few surveys 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 well as 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 several sciences. It is especially attractive for many because of its interdisciplinary character and enormous richness ofal- ready existing as well as potential applications. There were about one hundred participants registered for the conferen- ce. With rare exceptions, all of the most active researchers in the field of SPDE's throughout the world were present at the conference. The main topics for discussion at the confe- rence were: non-linear SPDE's and Markov property for random fields, modern stochastic calculuses, numerical and asympto- tic methods for SPDE's, applications of SPDE's with emphasis onnon-linear filtering, stochastic control and statistical fluid dynamics.


Boundary value problem Regelung Regelungstheorie Stochastik control control theory filtering partial differential equation stochastic processes stochastics wave equation

Bibliographic information

  • DOI
  • Copyright Information International Federation for Information Processing 1992
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-55292-5
  • Online ISBN 978-3-540-47015-1
  • Series Print ISSN 0170-8643
  • Series Online ISSN 1610-7411
  • Buy this book on publisher's site
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