Description
Stochastic Partial Differential Equations and Applications
Lecture Notes in Pure and Applied Mathematics Series
Coordinator: Da Prato Giuseppe
Language: EnglishSubject for Stochastic Partial Differential Equations and Applications:
Keywords
Stochastic PDE; Random Dynamical Systems; stochastic semilinear evolution equations; Ordinary Differential Equations; relativistic quantum vector fields; Backward Heat Equation; limit theorems; Cylindrical Brownian Motion; white noise analysis; Space Time White Noise; Stochastic Evolution Equations; SNS Equation; Mild Solution; Ornstein Uhlenbeck Semigroup; Stochastic Integration; Stochastic Heat Equation; Order Elliptic Operator; Stochastic Differential Equations; Fock Space; Transition Semigroup; Gibbs Measures; Trace Class Operator; Stochastic Reaction Diffusion Equations; Strong Feller Property; Unique Mild Solution; Stochastic Wave Equation; Invariant Measures; Infinite Dimensional Case
Publication date: 09-2020
· 17.4x24.6 cm · Hardback
Publication date: 04-2002
474 p. · 17x24.4 cm · Hardback
Description
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Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field.
Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing.
With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.