Book contents
- Frontmatter
- Contents
- Foreword
- List of participants
- Stochastic differential equations with boundary conditions and the change of measure method
- The Martin boundary of the Brownian sheet
- Neocompact sets and stochastic Navier-Stokes equations
- Numerical experiments with S(P)DE's
- Contour processes of random trees
- On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data
- Fluctuations of a two-level critical branching system
- Non-persistence of two-level branching particle systems in low dimensions
- The stochastic Wick-type Burgers equation
- A weak interaction epidemic among diffusing particles
- Noise and dynamic transitions
- Backward stochastic differential equations and quasilinear partial differential equations
- Path integrals and finite dimensional filters
- A skew-product representation for the generator of a two sex population model
- A nonlinear hyperbolic SPDE: approximations and support
- Statistical dynamics with thermal noise
- Stochastic Hamilton-Jacobi equations
- On backward filtering equations for SDE systems (direct approach)
- Ergodicity of Markov semigroups
Foreword
Published online by Cambridge University Press: 04 August 2010
- Frontmatter
- Contents
- Foreword
- List of participants
- Stochastic differential equations with boundary conditions and the change of measure method
- The Martin boundary of the Brownian sheet
- Neocompact sets and stochastic Navier-Stokes equations
- Numerical experiments with S(P)DE's
- Contour processes of random trees
- On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data
- Fluctuations of a two-level critical branching system
- Non-persistence of two-level branching particle systems in low dimensions
- The stochastic Wick-type Burgers equation
- A weak interaction epidemic among diffusing particles
- Noise and dynamic transitions
- Backward stochastic differential equations and quasilinear partial differential equations
- Path integrals and finite dimensional filters
- A skew-product representation for the generator of a two sex population model
- A nonlinear hyperbolic SPDE: approximations and support
- Statistical dynamics with thermal noise
- Stochastic Hamilton-Jacobi equations
- On backward filtering equations for SDE systems (direct approach)
- Ergodicity of Markov semigroups
Summary
In March 1994 a two week workshop on Stochastic Partial Differential Equations was held at the University of Edinburgh under the auspices of the International Centre for Mathematical Sciences. The meeting attracted an international audience including researchers from all aspects of the field aswell as participants with backgrounds in biology, physics, engineering and finance. This volume is a collection of articles contributed by participants at that meeting. Some report work presented at the meeting and some are surveys, but all are accessible to a wide audience. Although the subject matter reflects the diversity of the field, all the contributions are closely related to the central theme of stochastic partial differential equations.
There are many people who contributed to the meeting. Only a few of them are mentioned here, but I am deeply indebted to them all. The original proposal for the workshop would never have been completed without the invaluable input of Terry Lyons. I should like to thank him and the other members of the Scientific Committee, Peter Donnelly and Steve Evans. A great deal of the administration was handled by the International Centre for Mathematical Sciences and I should especially like to thank Lucy Young, not only for her hard work but also for her patience with my inefficiency. Thanks also to Sandra Bashford for her sustained cheerfulness and limitless supplies of coffee. The Science and Engineering Research Council provided funding under grant number GR/H94092.
The production of the present volume could not have taken place without the help of Roger Astley at CUP and of course the contributors themselves. The referees must remain anonymous, but they have my heartfelt thanks.
- Type
- Chapter
- Information
- Stochastic Partial Differential Equations , pp. vii - viiiPublisher: Cambridge University PressPrint publication year: 1995