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Stochastic Partial Differential Equations and Applications: VII.

0824700279

Stochastic partial differential equations Stochastic partial differential equations (SPDEs) are similar to ordinary stochastic differential equations. They are essentially partial differential equations that have additional random terms. They can be exceedingly difficult to solve.  and applications; VII.

Ed. by Giuseppe Da Prato and Luciano Tubaro.

Chapman & Hall/CRC

2006

347 pages

$179.95

Paperback

Lecture notes in pure and applied mathematics; 245

QA274

This collection of 27 articles comes from the meeting of the same name held in Trento in January 2004. The articles present several new results, often in a review form, of the state-of-the-art research in the field. Topics include stochastic partial differential equations in general theory and applications, finite- and infinite-dimensional diffusion processes, stochastic calculus Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. It is used to model systems that behave randomly. , interacting particles at the theoretical level, and stochastic By guesswork; by chance; using or containing random values.

stochastic - probabilistic
 control. Specific topics include Feynman path integrals for time-dependent potentials, problems of regularity in two-dimensional stochastic hydrodynamics hydrodynamics: see mechanics.
Hydrodynamics

The study of fluids in motion. The study is based upon the physical conservation laws of mass, momentum, and energy.
, acceleration of approximation methods, a stabilization phenomenon for a class of stochastic partial equations, and a study of the stochastic Fubini theorem theorem, in mathematics and logic, statement in words or symbols that can be established by means of deductive logic; it differs from an axiom in that a proof is required for its acceptance.  in infinite dimensions.

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Date:Mar 1, 2006
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