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Found 173 Documents (Results 1–100)

Mild solutions of SPDE’s driven by Poisson noise in infinite dimensions and their dependence on initial conditions. (English) Zbl 1213.60009

Bielefeld: Univ. Bielefeld, Fakultät für Mathematik (Diss.). 170 p. (2005).
MSC:  60-02 60H15
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An analytic approach to Kolmogorov’s equations in infinite dimensions and probabilistic consequences. (English) Zbl 1221.60092

Zambrini, Jean-Claude (ed.), XIVth international congress on mathematical physics (ICMP 2003), Lisbon, Portugal, 28 July – 2 August 2003. Selected papers based on the presentation at the conference. Hackensack, NJ: World Scientific (ISBN 981-256-201-X/hbk). 520-526 (2005).
MSC:  60H15
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Randomized Hamiltonian Feynman integrals and Schrödinger-Itô stochastic equations. (English. Russian original) Zbl 1133.35109

Izv. Math. 69, No. 6, 1081-1098 (2005); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 69, No. 6, 3-20 (2005).
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Stochastic interface models. (English) Zbl 1119.60081

Dembo, Amir et al., Lectures on probability theory and statistics. Ecole d’Eté de Probabilités de Saint-Flour XXXIII – 2003. Lectures given at the 33rd probability summer school, Saint-Flour, France, July 6–23, 2003. Berlin: Springer (ISBN 3-540-26069-2/pbk). Lecture Notes in Mathematics 1869, 105-274 (2005).
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Irreducibility of the transition semigroup associated with the two phase Stefan problem. (English) Zbl 1104.35070

Giannessi, Franco (ed.) et al., Variational analysis and applications. Proceedings of the 38th conference of the School of Mathematics “G. Stampacchia” in memory of G. Stampacchia and J.-L. Lions, Erice, Italy, June 20–July 1, 2003. New York, NY: Springer (ISBN 0-387-24209-0/hbk; 0-387-24276-7/e-book ). Nonconvex Optimization and its Applications 79, 147-159 (2005).
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Existence and uniqueness of solutions of linear elliptic stochastic partial differential equations with distributive source term. (Existenz und Eindeutigkeit von Lösungen linearer elliptischer stochastischer partieller Differentialgleichungen mit distributivem Quellterm.) (German) Zbl 1099.60506

Göttingen: Univ. Göttingen, Mathematisch-Naturwissenschaftliche Fakultäten (Diss.). 59 p. (2005).
MSC:  60H15
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Nonlinear PDE’s driven by Lévy diffusions and related statistical issues. (English) Zbl 1097.35126

Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 247-258 (2005).
MSC:  35R60 47J35 60H15
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Existence and uniqueness of classical nonnegative, smooth solutions of a class of semi-linear SPDEs. (English) Zbl 1098.60063

Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 237-246 (2005).
MSC:  60H15 35R60 60G20
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Inertial manifolds for random differential equations. (English) Zbl 1090.37038

Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 213-236 (2005).
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Stochastic heat and Burgers equations and their singularities. (English) Zbl 1089.60513

Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 79-95 (2005).
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Enstrophy and ergodicity of gravity currents. (English) Zbl 1089.60511

Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 61-77 (2005).
MSC:  60H15 86A05 34D35
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Amplitude equations for SPDEs: approximate centre manifolds and invariant measures. (English) Zbl 1098.60057

Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 41-59 (2005).
MSC:  60H15 60H10
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A stochastic mechancis and its connection with quantum mechanics. (English) Zbl 1088.81020

Khrennikov, Andrei (ed.), Foundations of probability and physics – 3. Proceedings of the international conference, Växjö, Sweden, June 7–12, 2004. Melville, NY: American Institute of Physics (AIP) (ISBN 0-7354-0235-3/hbk). AIP Conference Proceedings 750, 361-367 (2005).
MSC:  81P05 81P20 60H15
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Projection scheme for a reflected stochastic heat equation with additive noise. (English) Zbl 1086.60518

Khrennikov, Andrei (ed.), Foundations of probability and physics – 3. Proceedings of the international conference, Växjö, Sweden, June 7–12, 2004. Melville, NY: American Institute of Physics (AIP) (ISBN 0-7354-0235-3/hbk). AIP Conference Proceedings 750, 158-167 (2005).
MSC:  60H15
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Stochastic equations through the eye of the physicist. Basic concepts, exact results and asymptotic approximations. (English) Zbl 1090.82002

Amsterdam: Elsevier (ISBN 0-444-51797-9/hbk). xviii, 538 p. (2005).
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