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 international conference on the subject, this book presents valuable information for PhD students in probability and PDEs as well as for researchers in pure and applied mathematics. Coverage includes Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, quantum stochastic differential equations, applications of SPDE, 3D stochastic Navier-Stokes equations, and nonlinear filtering.

Stochastic Partial Differential Equations and Applications: Proc of Conf Held Trento, Italy, 1985 (Lecture Notes in Mathematics)

Science & Math

Da Prato, G.

Mathematics

Secaucus, New Jersey, U.S.A.: Springer Verlag"

Volterra Integrodifferential Equations in Banach Spaces and Applications (Pitman Research Notes in Mathematics)

John Wiley&Sons

<p>This book is devoted to the asymptotic properties of solutions of stochastic evolution equations in infinite dimensional spaces. It is divided into three parts: Markovian dynamical systems; invariant measures for stochastic evolution equations; and invariant measures for specific models. The focus is on models of dynamical processes affected by white noise, which are described by partial differential equations such as the reaction-diffusion equations or Navier-Stokes equations. Besides existence and uniqueness questions, the authors pay special attention to the asymptotic behavior of the solutions, to invariant measures and ergodicity. The authors present some of the results found here for the first time. For all whose research interests involve stochastic modeling, dynamical systems, or ergodic theory, this book will be an essential purchase.</p>

Ergodicity for Infinite Dimensional Systems (London Mathematical Society Lecture Note Series, Series Number 229)

Zabczyk, J.

Cambridge University Press

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