Stochastic Partial Differential Equations

Stochastic Partial Differential Equations

by Etheridge, Alison

Type Book
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Consists of papers given at the ICMS meeting held in 1994 on this topic, and brings together some of the world's best known authorities on stochastic partial differential equations.

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Title Statements

  • Full title :Stochastic Partial Differential Equations.

Summary

Consists of papers given at the ICMS meeting held in 1994 on this topic, and brings together some of the world's best known authorities on stochastic partial differential equations.

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Edition Statements

  • Publication Date:1995.

Publication Statements

Notes

2. Dynamic transition in one space dimension.

The Physical Object

  • Description:1 online resource (350 pages)

Edition Identifiers

  • ISBN:0521483190, 9780521483193, 9780511526213, 0511526210, 9781107367074, 1107367077
  • oclc:ocn990413733
  • LC Classification:QA274.25 .S74 1995
  • Dewey Decimal:515.353

Table of Contents

Cover; Title; Copyright; Contents; Foreword; List of participants; Stochastic differential equations with boundary conditions and the change of measure method; 1. INTRODUCTION; A) First order equations; B) Second order equations; C) Partial differential equations; 3. IDEA OF THE CHANGE OF MEASURE METHOD; 4. SOME ELEMENTS OF ANALYSIS IN WIENER SPACE; 5. TRANSFORMATIONS. EXISTENCE AND UNIQUENESS OF SOLUTIONS; 6. CHANGE OF MEASURE AND MARKOV PROPERTIES; 7. OTHER METHODS AND EQUATIONS; REFERENCES; The Martin boundary of the Brownian sheet; 1 Introduction; 2 Definitions.

2.2 Numerical methods for strong solutions2.3 Representation of Brownian paths; 3 Experiments with SPDE's; 3.1 The generalised stochastic KPP equation; 3.2 The heat equation with noise; References; Contour processes of random trees; Abstract; 1 Introduction; 2 The tree in a point process; 3 The delete & shift process and the contour process; References; On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data; 1. INTRODUCTION; 2. NOTATION, NOTIONS AND ASSUMPTION; 3. REGULAR DEPENDENCE OF SOLUTIONS ON INITIAL DATA.

4. EXAMPLEACKNOWLEDGMENTS; REFEREN…

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Subjects

Conference papers and proceedings Équations aux dérivées partielles stoch… Stochastic partial differential equatio… Stochastic partial differential equatio…

Writers

Etheridge, Alison Etheridge, Alison

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