β Scribed by Da Prato, Giuseppe; Tubaro, Luciano
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Content: The Semi-Martingale Property of the Square of White Noise Integrators Luigi Accardi and Andreas Boukas SPDEs Leading to Local, Relativistic Quantum Vector Fields with Indefinite Metric and Nontrivial S-Matrix Sergio Albeverio, Hanno Gottschalk, and Jiang-Lun Wu Considerations on the Controllability of Stochastic Linear Heat Equations Viorel Barbu and Gianmario Tessitore Stochastic Differential Equations for Trace-Class Operators and Quantum Continual Measurements Alberto Barchielli and Anna Maria Paganoni Invariant Measures of Diffusion Processes: Regularity, Existence, and Uniqueness Problems Vladimir I. Bogachev and Michael Roeckner On the Theory of Random Attractors and Some Open Problems Tomas Caraballo and Jose Antonio Langa Invariant Densities for Stochastic Semilinear Evolution Equations and Related Properties of Transition Semigroups Anna Chojnowska-Michalik On Some Generalized Solutions of Stochastic PDEs Pao-Liu Chow Riemannian Geometry on the Path Space B. Cruzeiro and P. Malliavin A Note on Regularizing Properties of Ornstein-Uhlenbeck Semigroups in Infinite Dimensions Giuseppe Da Prato, Marco Fuhrman, and Jerzy Zabczyk White Noise Approach to Stochastic Partial Differential Equations T. Deck, S. Kruse, J. Potthoff, and H. Watanabe Some Results on Invariant States for Quantum Markov Semigroups Franco Fagnola and Rolando Rebolledo Stochastic Problems in Fluid Dynamics Franco Flandoli Limit Theorems for Random Interface Models of Ginzburg-Landau "j Type Giambattista Giacomin Second Order Hamilton-Jacobi Equations in Hilbert Spaces and Stochastic Optimal Control Fausto Gozzi Approximations of Stochastic Partial Differential Equations Istvan Gyoengy Regularity and Continuity of Solutions to Stochastic Evolution Equations Anna Karczewska Some New Results in the Theory of SPDEs in Sobolev Spaces N. V. Krylov Lyapunov Function Approaches and Asymptotic Stability of Stochastic Evolution Equations in Hilbert Spaces-A Survey of Recent Developments Kai Liu and Aubrey Truman Strong Feller Infinite-Dimensional Diffusions Bohdan Maslowski and Jan Seidler Optimal Stopping Time and Impulse Control Problems for the Stochastic Navier-Stokes Equations J. L. Menaldi and S. S. Sritharan On Martingale Problem Solutions for Stochastic Navier-Stokes Equation R. Mikulevicius and B. Rozovskii SPDEs Driven by a Homogeneous Wiener Process Szymon Peszat Applications of Malliavin Calculus to SPDEs Marta Sanz-Sole Stochastic Curvature Driven Flows Nung Kwan Yip
EΜquations aux deΜriveΜes partielles stochastiques.
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Offers state of the art applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance, as well as identifies paths for future research in the field.
Da Prato (Scuola Normale Superiore di Pisa, Italy) and Tubaro (Universita degli Studi di Trento, Italy) present 25 contributions by an international group of mathematicians that focus on recent results that are promising for future developments in the theory of stochastic partial differential equati
Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an