Stochastic Partial Differential Equations

doi:10.1017/CBO9780511526213

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Allen, E. J. Novosel, S. J. and Zhang, Z. 1998. Finite element and difference approximation of some linear stochastic partial differential equations. Stochastics and Stochastic Reports, Vol. 64, Issue. 1-2, p. 117.

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Edited by Alison Etheridge, University of Edinburgh

Publisher:: Cambridge University Press
Online publication date:: August 2010
Print publication year:: 1995
Online ISBN:: 9780511526213
DOI:: https://doi.org/10.1017/CBO9780511526213

Subjects:: Mathematics (general), Mathematics, Differential and Integral Equations, Dynamical Systems and Control Theory, Probability Theory and Stochastic Processes, Statistics and Probability
Series:: London Mathematical Society Lecture Note Series (216)

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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.

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Stochastic Partial Differential Equations

This Book has been cited by the following publications. This list is generated based on data provided by Crossref.

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Contents

Frontmatter
pp i-iv

Contents
pp v-vi

Foreword
pp vii-viii

List of participants
pp ix-x

Stochastic differential equations with boundary conditions and the change of measure method
pp 1-21

The Martin boundary of the Brownian sheet
pp 22-30

Neocompact sets and stochastic Navier-Stokes equations
pp 31-54

Numerical experiments with S(P)DE's
pp 55-71

Contour processes of random trees
pp 72-96

On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data
pp 97-119

Fluctuations of a two-level critical branching system
pp 120-125

Non-persistence of two-level branching particle systems in low dimensions
pp 126-140

The stochastic Wick-type Burgers equation
pp 141-161

A weak interaction epidemic among diffusing particles
pp 162-180

Noise and dynamic transitions
pp 181-188

Backward stochastic differential equations and quasilinear partial differential equations
pp 189-208

Path integrals and finite dimensional filters
pp 209-229

A skew-product representation for the generator of a two sex population model
pp 230-240

A nonlinear hyperbolic SPDE: approximations and support
pp 241-261

Statistical dynamics with thermal noise
pp 262-286

Stochastic Hamilton-Jacobi equations
pp 287-303

On backward filtering equations for SDE systems (direct approach)
pp 304-311

Ergodicity of Markov semigroups
pp 312-337

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Stochastic Partial Differential Equations

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