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Stochastic Partial Differential Equations: Six Perspectives
 
Edited by: Rene A. Carmona :  Princeton University, Princeton, NJ
Boris Rozovskii :  University of Southern California, Los Angeles, CA

Also Available in Softcover SURV/64.S
Stochastic Partial Differential Equations: Six Perspectives
Softcover ISBN:  978-0-8218-2100-8
Product Code:  SURV/64.S
List Price: $129.00
MAA Member Price: $116.10
AMS Member Price: $103.20
eBook ISBN:  978-1-4704-2853-2
Product Code:  SURV/64.E
List Price: $125.00
MAA Member Price: $112.50
AMS Member Price: $100.00
Softcover ISBN:  978-0-8218-2100-8
eBook: ISBN:  978-1-4704-2853-2
Product Code:  SURV/64.S.B
List Price: $254.00 $191.50
MAA Member Price: $228.60 $172.35
AMS Member Price: $203.20 $153.20
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Stochastic Partial Differential Equations: Six Perspectives
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Stochastic Partial Differential Equations: Six Perspectives
Edited by: Rene A. Carmona :  Princeton University, Princeton, NJ
Boris Rozovskii :  University of Southern California, Los Angeles, CA

Also Available in Softcover SURV/64.S
Softcover ISBN:  978-0-8218-2100-8
Product Code:  SURV/64.S
List Price: $129.00
MAA Member Price: $116.10
AMS Member Price: $103.20
eBook ISBN:  978-1-4704-2853-2
Product Code:  SURV/64.E
List Price: $125.00
MAA Member Price: $112.50
AMS Member Price: $100.00
Softcover ISBN:  978-0-8218-2100-8
eBook ISBN:  978-1-4704-2853-2
Product Code:  SURV/64.S.B
List Price: $254.00 $191.50
MAA Member Price: $228.60 $172.35
AMS Member Price: $203.20 $153.20
Add to cart
  • Book Details
     
     
    Mathematical Surveys and Monographs
    Volume: 64; 1999; 334 pp
    MSC: Primary 60; Secondary 35

    The field of Stochastic Partial Differential Equations (SPDEs) is one of the most dynamically developing areas of mathematics. It lies at the cross section of probability, partial differential equations, population biology, and mathematical physics. The field is especially attractive because of its interdisciplinary nature and the enormous richness of current and potential future applications.

    This volume is a collection of six important topics in SPDEs presented from the viewpoint of distinguished scientists working in the field and related areas. Emphasized are the genesis and applications of SPDEs as well as mathematical theory and numerical methods.
    Readership

    Graduate students and researchers working in probability theory, PDEs, fluid dynamics, turbulence, chaos, particle systems, population biology, nonlinear filtering and financial mathematics.
  • Table of Contents
     
     
    • Part 1. Stochastic models [ MR MR1661761 ]
    • James Glimm and David Sharp — 1. Stochastic partial differential equations: Selected applications in continuum physics [ MR 1661762 ]
    • Donald A. Dawson and Edwin A. Perkins — 2. Measure-Valued processes and renormalization of branching particle systems [ MR 1661763 ]
    • Giambattista Giacomin, Joel L. Lebowitz and Errico Presutti — 3. Deterministic and stochastic hydrodynamic equations arising from simple microscopic model systems [ MR 1661764 ]
    • Rene A. Carmona and Frederic Cerou — 4. Transport by Incompressible random velocity fields: Simula- tions & Mathematical Conjectures [ MR 1661765 ]
    • Part 2. Mathematical theory [ MR MR1661761 ]
    • N. V. Krylov — 5. An analytic approach to SPDE’s [ MR 1661766 ]
    • R. Mikulevicius and B. L. Rozovskii — 6. Martingale problems for stochastic PDE’s [ MR 1661767 ]
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Permission – for use of book, eBook, or Journal content
    Accessibility – to request an alternate format of an AMS title
Mathematical Surveys and Monographs
Volume: 64; 1999; 334 pp
MSC: Primary 60; Secondary 35

The field of Stochastic Partial Differential Equations (SPDEs) is one of the most dynamically developing areas of mathematics. It lies at the cross section of probability, partial differential equations, population biology, and mathematical physics. The field is especially attractive because of its interdisciplinary nature and the enormous richness of current and potential future applications.

This volume is a collection of six important topics in SPDEs presented from the viewpoint of distinguished scientists working in the field and related areas. Emphasized are the genesis and applications of SPDEs as well as mathematical theory and numerical methods.
Readership

Graduate students and researchers working in probability theory, PDEs, fluid dynamics, turbulence, chaos, particle systems, population biology, nonlinear filtering and financial mathematics.
  • Part 1. Stochastic models [ MR MR1661761 ]
  • James Glimm and David Sharp — 1. Stochastic partial differential equations: Selected applications in continuum physics [ MR 1661762 ]
  • Donald A. Dawson and Edwin A. Perkins — 2. Measure-Valued processes and renormalization of branching particle systems [ MR 1661763 ]
  • Giambattista Giacomin, Joel L. Lebowitz and Errico Presutti — 3. Deterministic and stochastic hydrodynamic equations arising from simple microscopic model systems [ MR 1661764 ]
  • Rene A. Carmona and Frederic Cerou — 4. Transport by Incompressible random velocity fields: Simula- tions & Mathematical Conjectures [ MR 1661765 ]
  • Part 2. Mathematical theory [ MR MR1661761 ]
  • N. V. Krylov — 5. An analytic approach to SPDE’s [ MR 1661766 ]
  • R. Mikulevicius and B. L. Rozovskii — 6. Martingale problems for stochastic PDE’s [ MR 1661767 ]
Review Copy – for publishers of book reviews
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
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