Stochastic partial differential equations / edited by Alison Etheridge.

Format:

Book

Contributor:

Etheridge, Alison, editor.

Series:

London Mathematical Society lecture note series ; 216.

London Mathematical Society lecture note series ; 216

Language:

English

Subjects (All):

Stochastic partial differential equations--Congresses.

Stochastic partial differential equations.

Physical Description:

1 online resource (x, 337 pages) : digital, PDF file(s).

Place of Publication:

Cambridge : Cambridge University Press, 1995.

Language Note:

English

Summary:

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.

Contents:

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.

Notes:

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Includes bibliographical references.

ISBN:

1-139-88511-1

1-107-36707-7

1-107-37170-8

1-107-36216-4

0-511-94421-7

1-299-40477-4

1-107-36461-2

0-511-52621-0