Stochastic Partial Differential Equations and Applications - VII.

Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an...

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Bibliographic Details
Main Author:	Tubaro, Luciano
Corporate Author:	Taylor & Francis
Other Authors:	Da Prato, Giuseppe
Format:	eBook
Language:	English
Published:	Philadelphia, PA : CRC Press, 2005.
Series:	Lecture notes in pure and applied mathematics.
Subjects:	Differential equations. Stochastic partial differential equations > Congresses. Équations différentielles. Équations aux dérivées partielles stochastiques > Congrès. Stochastic partial differential equations Differential equations Electronic books. Conference papers and proceedings
Online Access:	Connect to the full text of this electronic book

Table of Contents:

Cover
Title
Copyright
Contents
Preface
Contributors
Chapter 1: Weak, Strong, and Four Semigroup Solutions of Classical Stochastic Di.erential Equations: An Example
Chapter 2: Feynman Path Integrals for Time-Dependent Potentials
Chapter 3: The Irreducibility of Transition Semigroups and Approximate Controllability
Chapter 4: Gradient Bounds for Solutions of Elliptic and Parabolic Equations
Chapter 5: Asymptotic Compactness and Absorbing Sets for Stochastic Burgers' Equations Driven by Space-Time White Noise and for Some Two-Dimensional Stochastic Navier-Stokes Equations on Certain Unbounded Domains
Chapter 6: A Characterization of Approximately Controllable Linear Stochastic Di.erential Equations
Chapter 7: Asymptotic Behavior of Systems of Stochastic Partial Di.erential Equations with Multiplicative Noise
Chapter 8: On L1 (H, æ)-Properties of Ornstein-Uhlenbeck Semigroups
Chapter 9: Intertwining and the Markov Uniqueness Problem on Path Spaces
Chapter 10: On Some Problems of Regularity in Two-Dimensional Stochastic Hydrodynamics
Chapter 11: Two Models of K41
Chapter 12: Exponential Ergodicity for Stochastic Reaction-Di.usion Equations
Chapter 13: Stochastic Optimal Control of Delay Equations Arising in Advertising Models
Chapter 14: On Acceleration of Approximation Methods
Chapter 15: Stochastic Variational Equations in White-Noise Analysis
Chapter 16: On the Foundation of the Lp-Theory of Stochastic Partial Differential Equations
Chapter 17: Levy Noises and Stochastic Integrals on Banach Spaces
Chapter 18: A Stabilization Phenomenon for a Class of Stochastic Partial Differential Equations
Chapter 19: Stochastic Heat and Wave Equations Driven by an Impulsive Noise
Chapter 20: Harmonic Functions for Generalized Mehler Semigroups.
Chapter 21: The Dynamics of the Three-Dimensional Navier-Stokes Equations
Chapter 22: Stochastic Navier-Stokes Equations: Solvability, Control, and Filtering
Chapter 23: Stability of the Optimal Filter via Pointwise Gradient Estimates
Chapter 24: Fractal Burgers' Equation Driven by Levy Noise
Chapter 25: Qualitative Properties of Solutions to Stochastic Burgers' System of Equations
Chapter 26: On the Stochastic Fubini Theorem in Infinite Dimensions
Chapter 27: Ito-Tanaka's Formula for Stochastic Partial Differential Equations Driven by Additive Space-Time White Noise.