Stochastic Partial Differential Equations and Applications

Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.

Luigi Accardi Universita degli Studi di Roma Tor Vergata, Rome, Italy Sergio Albeverio Rheinische Friedrich-Wilhelms-Universitat Bonn, Bonn, Germany Viorel Barbu Institute of Mathematics of the Romanian Academy, Iasi, Romania Alberto Barchielli Politecnico di Milano, Milan, Italy Vladimir I. Bogachev Moscow State University, Moscow, Russia Andreas Boukas American College of Greece, Athens, Greece Tomas Caraballo Universidad de Sevilla, Sevilla, Spain Anna Chojnowska-Michalik University of Lodz, Lodz, Poland Pao-Liu Chow Wayne State University, Detroit, Michigan Ana Bela Cruzeiro Universidade de Lisboa, Lisbon, Portugal Giuseppe Da Prato Scuola Normale Superiore di Pisa, Pisa, Italy T. Deck Universitat Mannheim, Mannheim, Germany Franco Fagnola Universita degli Studi di Genova, Genoa, Italy Franco Flandoli Universita di Pisa, Pisa, Italy Marco Fuhrman Politecnico di Milano, Milan, Italy Giambattista Giacomin Universite Paris 7 and Laboratoire de Probabilites et Modeles Aleatoires, Paris, France Hanno Gottschalk Rheinische Friedrich-Wilhelms-Universitat Bonn, Bonn, Germany Fausto Gozzi Universita di Roma "La Sapienza," Rome, Italy Istvan Gyongy University of Edinburgh, Edinburgh, Scotland, United Kingdom Anna Karczewska Technical University of Zielona Gora, Zielona Gora, Poland S. Kruse Universitat Mannheim, Mannheim, Germany Nicolai V. Krylov University of Minnesota, Minneapolis, Minnesota Jose Antonio Langa Universidad de Sevilla, Sevilla, Spain Kai Liu University of Wales Swansea, Swansea, Wales, United Kingdom Paul Malliavin Paris, France Bohdan Maslowski Mathematical Institute of the Academy of Sciences, Prague, Czech Republic Jose Luis Menaldi Wayne State University, Detroit, Michigan Remigius Mikulevicius University of Southern California, Los Angeles, California Anna Maria Paganoni Politecnico di Milano, Milan, Italy Szymon Peszat Institute of Mathematics of the Polish Academy of Sciences, Krakow, Poland Jurgen Potthoff Universitat Mannheim, Mannheim, Germany Rolando Rebolledo Universidad Catolica de Chile, Santiago, Chile Michael Rockner Universitat Bielefeld, Bielefeld, Germany Boris Rozovskii University of Southern California, Los Angeles, California Marta Sanz-Sole Universitat de Barcelona, Barcelona, Spain Jan Seidler Mathematical Institute of the Academy of Sciences, Prague, Czech Republic S. S. Sritharan U.S. Navy, San Diego, California Gianmario Tessitore Universita di Genova, Genoa, Italy Aubrey Truman University of Wales Swansea, Swansea, Wales, United Kingdom Hisao Watanabe Okayama University of Science, Okayama, Japan Jiang-Lun Wu University of Wales Swansea, Swansea, Wales, United Kingdom Nung Kwan Yip Purdue University, West Lafayette, Indiana Jerzy Zabczyk Mathematics Institute of the Polish Academy of Sciences, Warsaw, Poland