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Stochastic partial differential equations /

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 tog...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Etheridge, Alison
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 1995.
Colección:London Mathematical Society lecture note series ; 216.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Stochastic differential equations with boundary conditions and the change of measure method / Aureli Alabert
  • The Martin boundary of the Brownian sheet / Oliver Brockhaus
  • Neocompact sets and stochastic Navier-Stokes equations / Nigel Cutland and H. Jerome Keisler
  • Numerical experiments with S(P)DE's / J.G. Gaines
  • Contour processes of random trees / J.J. Geiger
  • On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data / N. Yu. Goncharuk
  • Fluctuations of a two-level critical branching system / Luis G. Gorostiza
  • Non-persistence of two-level branching particle systems in low dimensions / Kenneth J. Hochberg and Anton Wakolbinger
  • The Stochastic Wick-type Burgers equation / H. Holden [and others]
  • A Weak interaction epidemic among diffusing particles / Ingemar Kaj
  • Noise and dynamic transitions / G.D. Lythe
  • Backward stochastic differential equations and quasilinear partial differential equations / Xuerong Mao
  • Path integrals and finite dimensional filters / Steve Maybank
  • A Skew product representation for the generator of a two sex population model / Joachim Rebholz
  • A Nonlinear hyperbolic SPDE: approximations and support / C. Rovira and M. Sanz-Solé
  • Statistical dynamics with thermal noise / R.F. Streater
  • Stochastic Hamilton-Jacobi equations / A. Truman and H. Zhao
  • On backward filtering equations for SDE systems (direct approach) / A.Y. Veretennikov
  • Ergodicity of Markov semigroups / B. Zegarlinski.