Stochastic partial differential equations
著者
書誌事項
Stochastic partial differential equations
（London Mathematical Society lecture note series, 216）
Cambridge University press, 1995
- : pbk
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注記
"In March 1994 a two week workshop on Stochastic Partial Differential Equations was held at the University of Edinburgh" -- Foreword
Includes bibliographical references
内容説明・目次
内容説明
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 Navier-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.
目次
- 1. Stochastic differential equations with boundary conditions and the change of measure method A. Alabert
- 2. The Martin boundary of the Brownian sheet O. Brockhaus
- 3. Neocompact sets and stochastic Navier-Stokes equations N. Cutland and J. Keisler
- 4. Numerical experiments with spdes J. Gaines
- 5. Contour processes of random trees J. Geiger
- 6. On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data N. Y. Goncharuk
- 7. Fluctuations of a two-level critical branching system L. Gorostiza
- 8. Non-persistence of two-level branching systems in low dimensions K. Hochberg and A. Wakolbing
- 9. The stochastic Wick-type Burger's equation H. Holden, T. Lindstrom and B. Oksendal
- 10. A weak interaction epidemic among diffusing particles I. Kaj
- 11. Noise and dynamic transitions G. Lythe
- 12. Backward stochastic differential equations and quasilinear partial differential equations X. Mao
- 13. Path integrals and finite dimensional filters S. Maybank
- 14. A skew product representation for the generator of a two sex population model J. Rebholz
- 15. A nonlinear hyperbolic spde: approximations and support C. Rovira and M. Sanz
- 16. Statistical dynamics with thermal noise R. Streater
- 17. Stochastic Hamilton-Jacobi equations A. Truma and H. Zhao
- 18. On backward filtering equations for SDE systems (direct approach) A. Y. Veretennikov
- 19. Ergodicity of Markov semigroups B. Zegarlinski.
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