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
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....
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| Format: | Livre numérique |
| Sprog: | Anglais |
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Cham : Springer Nature |
| Serier: | Lecture notes in control and information sciences
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Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • 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, B.L. Rozovskiž, R.B. Sowers (eds.), 1992, Berlin, Springer-Verlag, 1 vol. (VIII-251 p.), Lecture notes in control and information sciences, 0-387-55292-8 • Stochastic Partial Differential Equations and Their Applications, Texte imprimé, 9783662185957 |
Indholdsfortegnelse:
- Nonstationary anderson model with lévy 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'équation différentielle 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 itô 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 differentialequations.