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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

  • Conference proceedings
  • © 1992

Overview

Editors:
  1. Boris L. Rozovskii
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  2. Richard B. Sowers
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Part of the book series: Lecture Notes in Control and Information Sciences (LNCIS, volume 176)

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Table of contents (24 papers)

  1. Front Matter

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  2. Nonstationary anderson model with lévy potential

    • Ho S. Ahn, René A. Carmona, Stanislas A. Molchanov
    Pages 1-11

  3. Stochastic partial differential equations in control of structures

    • A. V. Balakrishnan
    Pages 12-21

  4. Splitting up method in the context of stochastic pde

    • A. Bensoussan
    Pages 22-31

  5. Generalized stochastic differential equations on (D*)

    • David Betounes
    Pages 32-37

  6. On invariant measure for semilinear equations with dissipative nonlinearities

    • Giuseppe Da Prato, Jerzy Zabczyk
    Pages 38-42

  7. Random conservation laws and global solutions of nonlinear SPDE application to the HJB SPDE of anticipative control

    • M. H. A. Davis, G. Burstein
    Pages 43-53

  8. Stochastic calculus with anticipation and shift transformations of wiener's measure

    • O. Enchev
    Pages 54-61

  9. A propos d'un exemple d'équation différentielle stochastique en dimension infinie

    • X. Fernique
    Pages 62-69

  10. Stochastic evolution equations with non-coercive monotone operators

    • Franco Flandoli
    Pages 70-80

  11. Existence of a smooth density for the filter in nonlinear filtering on manifolds

    • Patrick Florchinger
    Pages 81-91

  12. On the itô formula for two-parameter martingales

    • Nikos Frangos, David Nualart, Marta Sanz-Solé
    Pages 92-100

  13. Central limit theorem results for a reaction-diffusion equation with fast-oscillating boundary perturbations

    • Mark I. Freidlin, Richard B. Sowers
    Pages 101-112

  14. On the stochastic partial differential equations of Ginzburg-Landau type

    • T. Funaki
    Pages 113-122

  15. Stochastic variational calculus

    • Takeyuki Hida
    Pages 123-134

  16. A nuclear space-valued stochastic differential equation driven by poisson random measures

    • G. Kallianpur, J. Xiong
    Pages 135-143

  17. Random vortex models and stochastic partial differential equations

    • Peter Kotelenez, J. Adin Mann Jr.
    Pages 144-152

  18. On explicit formulas for solutions of evolutionary SPDE's (a kind of introduction to the theory)

    • N. V. Krylov
    Pages 153-164

  19. Convolution and fourier transform of hida distributions

    • Hui-Hsiung Kuo
    Pages 165-176

  20. Splitting-up approximation for SPDE's and SDE's with application to nonlinear filtering

    • François LeGland
    Pages 177-187
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Keywords

About this book

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.

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