Stochastic Partial Differential Equations and

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.

Weak, strong, and four semigroup solutions of classical stochastic differential equations : an example	p. 1
Feynman path integrals for time-dependent potentials	p. 7
The irreducibility of transition semigroups and approximate controllability	p. 21
Gradient bounds for solutions of elliptic and parabolic equations	p. 27
Asymptotic compactness and absorbing sets for stochastic Burgers' equations driven by space-time white noise and for some two-dimensional stochastic Navier-Stokes equations on certain unbounded domains	p. 35
A characterization of approximately controllable linear stochastic differential equations	p. 53
Asymptotic behavior of systems of stochastic partial differential equations with multiplicative noise	p. 61
On L[superscript 1] (H, [mu])-properties of Ornstein-Uhlenbeck semigroups	p. 77
Intertwining and the Markov uniqueness problem on path spaces	p. 89
On some problems of regularity in two-dimensional stochastic hydrodynamics	p. 97
Two models of K41	p. 105
Exponential ergodicity for stochastic reaction-diffusion equations	p. 115
Stochastic optimal control of delay equations arising in advertising models	p. 133
On acceleration of approximation methods	p. 149
Stochastic variational equations in white-noise analysis	p. 169
On the foundation of the L[subscript p]-theory of stochastic partial differential equations	p. 179
Levy noises and stochastic integrals on Banach spaces	p. 193
A stabilization phenomenon for a class of stochastic partial differential equations	p. 215
Stochastic heat and wave equations driven by an impulsive noise	p. 229
Harmonic functions for generalized Mehler semigroups	p. 243
The dynamics of the three-dimensional Navier-Stokes equations	p. 257
Stochastic Navier-Stokes equations : solvability, control, and filtering	p. 273
Stability of the optimal filter via pointwise gradient estimates	p. 281
Fractal Burgers' equation driven by Levy noise	p. 295
Qualitative properties of solutions to stochastic Burgers' system of equations	p. 311
On the stochastic Fubini theorem in infinite dimensions	p. 323
Ito-Tanaka's formula for SPDEs driven by additive space-time white noise	p. 337
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Stochastic Partial Differential Equations and Applications - VII

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