Stochastic Partial Differential Equations and Their Applications

1. Front Matter

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2. Nonstationary anderson model with lévy potential

   • Ho S. Ahn, René A. Carmona, Stanislas A. Molchanov

   Pages 1-11

3. Stochastic partial differential equations in control of structures

   • A. V. Balakrishnan

   Pages 12-21

4. Splitting up method in the context of stochastic pde

   • A. Bensoussan

   Pages 22-31

5. Generalized stochastic differential equations on (D*)

   • David Betounes

   Pages 32-37

6. On invariant measure for semilinear equations with dissipative nonlinearities

   • Giuseppe Da Prato, Jerzy Zabczyk

   Pages 38-42

7. Random conservation laws and global solutions of nonlinear SPDE application to the HJB SPDE of anticipative control

   • M. H. A. Davis, G. Burstein

   Pages 43-53

8. Stochastic calculus with anticipation and shift transformations of wiener's measure

   • O. Enchev

   Pages 54-61

9. A propos d'un exemple d'équation différentielle stochastique en dimension infinie

   • X. Fernique

   Pages 62-69

10. Stochastic evolution equations with non-coercive monotone operators

    • Franco Flandoli

    Pages 70-80

11. Existence of a smooth density for the filter in nonlinear filtering on manifolds

    • Patrick Florchinger

    Pages 81-91

12. On the itô formula for two-parameter martingales

    • Nikos Frangos, David Nualart, Marta Sanz-Solé

    Pages 92-100

13. Central limit theorem results for a reaction-diffusion equation with fast-oscillating boundary perturbations

    • Mark I. Freidlin, Richard B. Sowers

    Pages 101-112

14. On the stochastic partial differential equations of Ginzburg-Landau type

    • T. Funaki

    Pages 113-122

15. Stochastic variational calculus

    • Takeyuki Hida

    Pages 123-134

16. A nuclear space-valued stochastic differential equation driven by poisson random measures

    • G. Kallianpur, J. Xiong

    Pages 135-143

17. Random vortex models and stochastic partial differential equations

    • Peter Kotelenez, J. Adin Mann Jr.

    Pages 144-152

18. On explicit formulas for solutions of evolutionary SPDE's (a kind of introduction to the theory)

    • N. V. Krylov

    Pages 153-164

19. Convolution and fourier transform of hida distributions

    • Hui-Hsiung Kuo

    Pages 165-176

20. Splitting-up approximation for SPDE's and SDE's with application to nonlinear filtering

    • François LeGland

    Pages 177-187

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.

• Boundary value problem
• Regelung
• Regelungstheorie
• Stochastik
• control
• control theory
• filtering
• partial differential equation
• stochastic processes
• stochastics
• wave equation

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