Research Catalog

Title

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. Rozovskiĭ, R.B. Sowers (eds.)

Publication

Berlin ; New York : Springer-Verlag, [1992], ©1992.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Rozovskiĭ, B. L. (Boris Lʹvovich)
• Sowers, R. B. (Richard Bucher), 1965-
• International Conference on Stochastic Partial Differential Equations and their Applications (1991 : University of North Carolina at Charlotte)

Description

viii, 251 pages : illustrations; 24 cm.

Series Statement

Lecture notes in control and information sciences ; 176

Uniform Title

Lecture notes in control and information sciences ; 176.

Subject

• Stochastic partial differential equations > Congresses

Note

• Based on papers presented at the International Conference on Stochastic Partial Differential Equations and their Applications.

Bibliography (note)

• Includes bibliographical references.

Contents

• Nonstationary Anderson model with Levy potential / H. S. Ahn, R. Carmona and S. A. Molchanov -- Stochastic partial differential equations in control of structures / A. V. Balakrishnan -- Splitting up method in the context of stochastic PDE / A. Bensoussan -- Generalized stochastic differential equations on (D*) / D. Betounes -- On invariant measure for semilinear equations with dissipative nonlinearities / G. Da Prato -- Random conservation laws and global solutions of nonlinear SPDE-Application to the HJB SPDE of anticipative control / M. H. A. Davis and C. Burstein -- Stochastic calculus with anticipation and shift transformations of Wiener's measure / O. Enchev -- A propos d'un exemple d'equation differentielle stochastique en dimension infinie / X. Fernique -- Stochastic evolution equations with non-coercive monotone operators / F. Flandoli -- Existence of a smooth density for the filter in nonlinear filtering on manifolds / P. Florchinger.
• On the Ito formula for two-parameter martingales / N. Frangos, D. Nualart and M. Sanz -- Central limit theorem results for a reaction-diffusion equation with random boundary perturbations / M. I. Freidlin and R. Sowers -- On the stochastic partial differential equations of Ginsburg-Landau type / T. Funaki -- Stochastic variational calculus / T. Hida -- An nuclear space-valued stochastic differential equation driven by Poisson random measures / G. Kallianpur and J. Xiong -- Random vortex models and stochastic partial differential equations / P. Kotelenz -- On explicit formulas for solutions of evolutionary SPDE's / N. V. Krylov -- Convolution and Fourier transform of Hida distributions / H. H. Kuo -- Splitting-up approximation for SPDE's and SDE's with applications to nonlinear filtering / F. Legland -- Representation and approximation of martingale measures / S. Meleard -- Backward stochastic differential equations and quasilinear parabolic partial differential equations / E. Pardoux.
• Lyapunov exponent of a stochastic wave equation / M. A. Pinsky -- On stochastic elliptic boundary problems associated with Gaussian Markov random fields / L. Pitt and D. Wang -- White noise methods for stochastic partial differential equations / J. Potthoff.

ISBN

0387552928 (alk. paper)

LCCN

92007703

OCLC

• 25411659
• ocm25411659

Owning Institutions

Columbia University Libraries