Table of contents

  1. Front Matter
  2. Ho S. Ahn, René A. Carmona, Stanislas A. Molchanov
    Pages 1-11
  3. Nikos Frangos, David Nualart, Marta Sanz-Solé
    Pages 92-100
  4. Takeyuki Hida
    Pages 123-134
  5. Peter Kotelenez, J. Adin Mann Jr.
    Pages 144-152

About these proceedings


This volume consists of 24 papers submitted for publication by the invited speakers of the IFIP International Conference on Stochastic Partial Differential Equations and their Ap- plications. Most of them are research papers, however, a few surveys written by world renowed experts are also included. The aim of the conference was to bring together mathematici- ans, physicists and engineers representing academic as well as industrial fields, interested in the theory and applica- tions of SPDE's. The field of SPDE's is one of the most dy- namically developing areas at the cross roads of several sciences. It is especially attractive for many because of its interdisciplinary character and enormous richness ofal- ready existing as well as potential applications. There were about one hundred participants registered for the conferen- ce. With rare exceptions, all of the most active researchers in the field of SPDE's throughout the world were present at the conference. The main topics for discussion at the confe- rence were: non-linear SPDE's and Markov property for random fields, modern stochastic calculuses, numerical and asympto- tic methods for SPDE's, applications of SPDE's with emphasis onnon-linear filtering, stochastic control and statistical fluid dynamics.


Boundary value problem Regelung Regelungstheorie Stochastik control control theory filtering partial differential equation stochastic processes stochastics wave equation

Bibliographic information

  • DOI
  • Copyright Information International Federation for Information Processing 1992
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-55292-5
  • Online ISBN 978-3-540-47015-1
  • Series Print ISSN 0170-8643
  • Series Online ISSN 1610-7411
  • Buy this book on publisher's site