Ebook: 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

This volume consists of 24 papers submitted for publication by the invited speakers of the IFIP International Conference on Stochastic Partial Differential Equations and their Ap- plications. Most of them are research papers, however, a few surveys written by world renowed experts are also included. The aim of the conference was to bring together mathematici- ans, physicists and engineers representing academic as well as industrial fields, interested in the theory and applica- tions of SPDE's. The field of SPDE's is one of the most dy- namically developing areas at the cross roads of several sciences. It is especially attractive for many because of its interdisciplinary character and enormous richness ofal- ready existing as well as potential applications. There were about one hundred participants registered for the conferen- ce. With rare exceptions, all of the most active researchers in the field of SPDE's throughout the world were present at the conference. The main topics for discussion at the confe- rence were: non-linear SPDE's and Markov property for random fields, modern stochastic calculuses, numerical and asympto- tic methods for SPDE's, applications of SPDE's with emphasis onnon-linear filtering, stochastic control and statistical fluid dynamics.

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This volume consists of 24 papers submitted for publication by the invited speakers of the IFIP International Conference on Stochastic Partial Differential Equations and their Ap- plications. Most of them are research papers, however, a few surveys written by world renowed experts are also included. The aim of the conference was to bring together mathematici- ans, physicists and engineers representing academic as well as industrial fields, interested in the theory and applica- tions of SPDE's. The field of SPDE's is one of the most dy- namically developing areas at the cross roads of several sciences. It is especially attractive for many because of its interdisciplinary character and enormous richness ofal- ready existing as well as potential applications. There were about one hundred participants registered for the conferen- ce. With rare exceptions, all of the most active researchers in the field of SPDE's throughout the world were present at the conference. The main topics for discussion at the confe- rence were: non-linear SPDE's and Markov property for random fields, modern stochastic calculuses, numerical and asympto- tic methods for SPDE's, applications of SPDE's with emphasis onnon-linear filtering, stochastic control and statistical fluid dynamics.

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This volume consists of 24 papers submitted for publication by the invited speakers of the IFIP International Conference on Stochastic Partial Differential Equations and their Ap- plications. Most of them are research papers, however, a few surveys written by world renowed experts are also included. The aim of the conference was to bring together mathematici- ans, physicists and engineers representing academic as well as industrial fields, interested in the theory and applica- tions of SPDE's. The field of SPDE's is one of the most dy- namically developing areas at the cross roads of several sciences. It is especially attractive for many because of its interdisciplinary character and enormous richness ofal- ready existing as well as potential applications. There were about one hundred participants registered for the conferen- ce. With rare exceptions, all of the most active researchers in the field of SPDE's throughout the world were present at the conference. The main topics for discussion at the confe- rence were: non-linear SPDE's and Markov property for random fields, modern stochastic calculuses, numerical and asympto- tic methods for SPDE's, applications of SPDE's with emphasis onnon-linear filtering, stochastic control and statistical fluid dynamics.
Content:
Front Matter....Pages -
Nonstationary anderson model with l?vy potential....Pages 1-11
Stochastic partial differential equations in control of structures....Pages 12-21
Splitting up method in the context of stochastic pde....Pages 22-31
Generalized stochastic differential equations on (D*)....Pages 32-37
On invariant measure for semilinear equations with dissipative nonlinearities....Pages 38-42
Random conservation laws and global solutions of nonlinear SPDE application to the HJB SPDE of anticipative control....Pages 43-53
Stochastic calculus with anticipation and shift transformations of wiener's measure....Pages 54-61
A propos d'un exemple d'?quation diff?rentielle stochastique en dimension infinie....Pages 62-69
Stochastic evolution equations with non-coercive monotone operators....Pages 70-80
Existence of a smooth density for the filter in nonlinear filtering on manifolds....Pages 81-91
On the it? formula for two-parameter martingales....Pages 92-100
Central limit theorem results for a reaction-diffusion equation with fast-oscillating boundary perturbations....Pages 101-112
On the stochastic partial differential equations of Ginzburg-Landau type....Pages 113-122
Stochastic variational calculus....Pages 123-134
A nuclear space-valued stochastic differential equation driven by poisson random measures....Pages 135-143
Random vortex models and stochastic partial differential equations....Pages 144-152
On explicit formulas for solutions of evolutionary SPDE's (a kind of introduction to the theory)....Pages 153-164
Convolution and fourier transform of hida distributions....Pages 165-176
Splitting-up approximation for SPDE's and SDE's with application to nonlinear filtering....Pages 177-187
Representation and approximation of martingale measures....Pages 188-199
Backward stochastic differential equations and quasilinear parabolic partial differential equations....Pages 200-217
Lyapunov exponent of a stochastic wave equation....Pages 218-221
On stochastic elliptic boundary value problems associated with gaussian markov random fields....Pages 222-237
White noise methods for stochastic partial differential equations....Pages 238-251

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This volume consists of 24 papers submitted for publication by the invited speakers of the IFIP International Conference on Stochastic Partial Differential Equations and their Ap- plications. Most of them are research papers, however, a few surveys written by world renowed experts are also included. The aim of the conference was to bring together mathematici- ans, physicists and engineers representing academic as well as industrial fields, interested in the theory and applica- tions of SPDE's. The field of SPDE's is one of the most dy- namically developing areas at the cross roads of several sciences. It is especially attractive for many because of its interdisciplinary character and enormous richness ofal- ready existing as well as potential applications. There were about one hundred participants registered for the conferen- ce. With rare exceptions, all of the most active researchers in the field of SPDE's throughout the world were present at the conference. The main topics for discussion at the confe- rence were: non-linear SPDE's and Markov property for random fields, modern stochastic calculuses, numerical and asympto- tic methods for SPDE's, applications of SPDE's with emphasis onnon-linear filtering, stochastic control and statistical fluid dynamics.
Content:
Front Matter....Pages -
Nonstationary anderson model with l?vy potential....Pages 1-11
Stochastic partial differential equations in control of structures....Pages 12-21
Splitting up method in the context of stochastic pde....Pages 22-31
Generalized stochastic differential equations on (D*)....Pages 32-37
On invariant measure for semilinear equations with dissipative nonlinearities....Pages 38-42
Random conservation laws and global solutions of nonlinear SPDE application to the HJB SPDE of anticipative control....Pages 43-53
Stochastic calculus with anticipation and shift transformations of wiener's measure....Pages 54-61
A propos d'un exemple d'?quation diff?rentielle stochastique en dimension infinie....Pages 62-69
Stochastic evolution equations with non-coercive monotone operators....Pages 70-80
Existence of a smooth density for the filter in nonlinear filtering on manifolds....Pages 81-91
On the it? formula for two-parameter martingales....Pages 92-100
Central limit theorem results for a reaction-diffusion equation with fast-oscillating boundary perturbations....Pages 101-112
On the stochastic partial differential equations of Ginzburg-Landau type....Pages 113-122
Stochastic variational calculus....Pages 123-134
A nuclear space-valued stochastic differential equation driven by poisson random measures....Pages 135-143
Random vortex models and stochastic partial differential equations....Pages 144-152
On explicit formulas for solutions of evolutionary SPDE's (a kind of introduction to the theory)....Pages 153-164
Convolution and fourier transform of hida distributions....Pages 165-176
Splitting-up approximation for SPDE's and SDE's with application to nonlinear filtering....Pages 177-187
Representation and approximation of martingale measures....Pages 188-199
Backward stochastic differential equations and quasilinear parabolic partial differential equations....Pages 200-217
Lyapunov exponent of a stochastic wave equation....Pages 218-221
On stochastic elliptic boundary value problems associated with gaussian markov random fields....Pages 222-237
White noise methods for stochastic partial differential equations....Pages 238-251
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