Stochastic Partial Differential Equations and Their Applications (Lecture Notes in Control & Information Sciences) - Softcover

Rozovskii, B. L.

Softcover

ISBN 10: 0387552928 ISBN 13: 9780387552927

Publisher: Springer Verlag, 1992

Synopsis

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.

About this edition

• Publisher: Springer Verlag
• Publication date: 1992
• ISBN 10: 0387552928
• ISBN 13: 9780387552927
• Binding: Paperback
• Number of pages: 251
• Editor: Sowers R. B.