Regularity theory and stochastic flows for parabolic SPDEs
Author(s)
Bibliographic Information
Regularity theory and stochastic flows for parabolic SPDEs
(Stochastics monographs : theory and applications of stochastic processes, v. 9)
Gordon and Breach, c1995
Available at 15 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
Includes bibliographical references
Description and Table of Contents
Description
The book treats two topics in the theory of stochastic partial differential equations: space-regularity of solutions and existence of stochastic flows. The equations considered in the book are linear parabolic with multiplicative noise, like those arising in non-linear filtering or diffusion models in randomly moving media. Regularity theory in Sobolev spaces is extensively investigated, for homogeneous and non-homogeneous boundary value problems, with a detailed analysis of the new geometrical conditions on coefficients arising as a consequence of the stochaticity. The book provides an account of regularity results that may represent a useful reference for the researcher in stochastic partial differential equations. Regularity theory is then applied to prove the existence of stochastic flows. In spite of the variety of results on stochastic flows obtained by this method, several open problems are pointed out, with the hope of stimulating further research on this subject.
Table of Contents
Introduction to the Series, Preface, 1 Introduction, 2 Stochastic Flows: Preliminary Comments, 3 Preliminaries on Well-Posedness and Function Spaces, 4 Regularity in Bounded Domains: Some Counterexamples, 5 Regularity Theory for Homogeneous Problems, 6 Non Homogeneous Boundary Value Problems, 7 Existence and Regularity of Stochastic Flows, 8 An Alternative Approach, Acknowledgements, References, Index
by "Nielsen BookData"