Stochastic partial differential equations can be used in many areas of science to model complex systems evolving over time. This book assembles together some of the world's best known authorities on stochastic partial differential equations. Subjects include the stochastic Navier-Stokes equation, cr
Stochastic partial differential equations
โ Scribed by Alison Etheridge (editor)
- Publisher
- Cambridge University Press
- Year
- 1995
- Tongue
- English
- Leaves
- 348
- Series
- London Mathematical Society lecture note series, 216
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Table of Contents
Cover......Page 1
Title......Page 4
Contents......Page 6
Participants......Page 10
Foreword......Page 8
Stochastic differential equations with boundary conditions and the change of measure method......Page 12
The Martin Boundary of the Brownian Sheet......Page 33
Neocompact sets and stochastic Navier-Stokes equations.......Page 42
Numerical Experiments with S(P)DE's......Page 66
Contour Processes of Random Trees......Page 83
On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data......Page 108
Fluctuations of a two-level critical branching system......Page 131
Non-persistence of two-level branching particle systems in low dimensions......Page 137
The stochastic Wick-type Burgers equation......Page 152
A Weak Interaction Epidemic among Diffusing Particles......Page 173
Noise and dynamic transitions......Page 192
Backward Stochastic Differential Equations and Quasilinear Partial Differential Equations......Page 200
Path Integrals and Finite Dimensional Filters......Page 220
A skew-product representation for the generatorof a two sex population model......Page 241
A nonlinear hyperbolic SPDE: approximations and support......Page 252
Statistical dynamics with thermal noise......Page 273
Stochastic Hamilton-Jacobi equations......Page 298
On backward filtering equations for SDE systems(direct approach)......Page 315
Ergodicity of Markov semigroups......Page 323
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