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Stochastic Partial Differential Equations: Six Perspectives

About this Title

Rene A. Carmona, Princeton University, Princeton, NJ and Boris Rozovskii, University of Southern California, Los Angeles, CA, Editors

Publication: Mathematical Surveys and Monographs
Publication Year: 1998; Volume 64
ISBNs: 978-0-8218-2100-8 (print); 978-1-4704-1291-3 (online)
DOI: https://doi.org/10.1090/surv/064
MathSciNet review: MR1661761
MSC: Primary 60-06; Secondary 35-06, 35R60, 60H15

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Table of Contents

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Front/Back Matter

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Part 1. Stochastic models

• 1. James Glimm and David Sharp – Stochastic partial differential equations: Selected applications in continuum physics [MR 1661762]
• 2. Donald A. Dawson and Edwin A. Perkins – Measure-Valued processes and renormalization of branching particle systems [MR 1661763]
• 3. Giambattista Giacomin, Joel L. Lebowitz and Errico Presutti – Deterministic and stochastic hydrodynamic equations arising from simple microscopic model systems [MR 1661764]
• 4. Rene A. Carmona and Frederic Cerou – Transport by Incompressible random velocity fields: Simula- tions & Mathematical Conjectures [MR 1661765]

Part 2. Mathematical theory

• 5. N. V. Krylov – An analytic approach to SPDE’s [MR 1661766]
• 6. R. Mikulevicius and B. L. Rozovskii – Martingale problems for stochastic PDE’s [MR 1661767]