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
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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
（Lecture notes in control and information sciences, 176）
Springer-Verlag, c1992
- : us
- : gw
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Based on papers presented at the International Conference on Stochastic Partial Differential Equations and their Applications held in Charlotte, N.C. from June 6-8, 1991 at the University of North Carolina at Charlotte
内容説明・目次
内容説明
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.
目次
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.
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