Name: Stochastic Partial Differential Equations By Alison Etheridge (University of Edinburgh)
SKU: 9780521444491
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Stochastic Partial Differential Equations Summary

Stochastic Partial Differential Equations by Alison Etheridge (University of Edinburgh)

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.

1. Stochastic differential equations with boundary conditions and the change of measure method A. Alabert; 2. The Martin boundary of the Brownian sheet O. Brockhaus; 3. Neocompact sets and stochastic Navier-Stokes equations N. Cutland and J. Keisler; 4. Numerical experiments with spdes J. Gaines; 5. Contour processes of random trees J. Geiger; 6. On a class of quasilinear stochastic differential equations of parabolic type: regular dependence of solutions on initial data N. Y. Goncharuk; 7. Fluctuations of a two-level critical branching system L. Gorostiza; 8. Non-persistence of two-level branching systems in low dimensions K. Hochberg and A. Wakolbing; 9. The stochastic Wick-type Burger's equation H. Holden, T. Lindstrom and B. Oksendal; 10. A weak interaction epidemic among diffusing particles I. Kaj; 11. Noise and dynamic transitions G. Lythe; 12. Backward stochastic differential equations and quasilinear partial differential equations X. Mao; 13. Path integrals and finite dimensional filters S. Maybank; 14. A skew product representation for the generator of a two sex population model J. Rebholz; 15. A nonlinear hyperbolic spde: approximations and support C. Rovira and M. Sanz; 16. Statistical dynamics with thermal noise R. Streater; 17. Stochastic Hamilton-Jacobi equations A. Truma and H. Zhao; 18. On backward filtering equations for SDE systems (direct approach) A. Y. Veretennikov; 19. Ergodicity of Markov semigroups B. Zegarlinski.

Additional information

Sku

NLS9780521483193

ISBN 13

9780521444491

ISBN 10

0521444497

Title

Stochastic Partial Differential Equations by Alison Etheridge (University of Edinburgh)

Author

Alison Etheridge (University of Edinburgh)

Series

London Mathematical Society Lecture Note Series

Condition

New

Binding type

Paperback

Publisher

Cambridge University Press

Year published

1995-07-13

Number of pages

348

Prizes

N/A

Cover note

Book picture is for illustrative purposes only, actual binding, cover or edition may vary.

Note

This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time

Stochastic Partial Differential Equations Alison Etheridge (University of Edinburgh)

Stochastic Partial Differential Equations by Alison Etheridge (University of Edinburgh)

Summary

Stochastic Partial Differential Equations Summary

Stochastic Partial Differential Equations by Alison Etheridge (University of Edinburgh)

Table of Contents

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