# zbMATH — the first resource for mathematics

Stochastic partial differential equations and their applications. Proceedings of IFIP WG 7/1 international conference, University of North Carolina at Charlotte, NC, USA, June 6-8, 1991. (English) Zbl 0754.00020
Lecture Notes in Control and Information Sciences. 176. Berlin: Springer- Verlag. viii, 251 p. (1992).
The articles of this volume will be reviewed individually.
Indexed articles:
Ahn, Ho S.; Carmona, René A.; Molchanov, Stanislas A., Nonstationary Anderson model with Lévy potential, 1-11 [Zbl 0766.60054]
Balakrishnan, A. V., Stochastic partial differential equations in control of structures, 12-21 [Zbl 0766.60075]
Bensoussan, A., Splitting up method in the context of stochastic PDE, 22-31 [Zbl 0765.60060]
Betounes, David, Generalized stochastic differential equations on $$(\mathcal D^*)$$, 32-37 [Zbl 0765.60029]
Da Prato, Giuseppe; Zabczyk, Jerzy, On invariant measure for semilinear equations with dissipative nonlinearities, 38-42 [Zbl 0779.60053]
Davis, M. H. A.; Burstein, G., Random conservation laws and global solutions of nonlinear SPDE application to the HJB SPDE of anticipative control, 43-53 [Zbl 0761.60053]
Enchev, O., Stochastic calculus with anticipation and shift transformations of Wiener’s measure, 54-61 [Zbl 0765.60049]
Fernique, X., On an example of a stochastic differential equation in infinite dimensions, 62-69 [Zbl 0763.60032]
Flandoli, Franco, Stochastic evolution equations with non-coercive monotone operators, 70-80 [Zbl 0763.60033]
Florchinger, Patrick, Existence of a smooth density for the filter in nonlinear filtering on manifolds, 81-91 [Zbl 0766.60064]
Frangos, Nikos; Nualart, David; Sanz-Solé, Marta, On the Itô formula for two-parameter martingales, 92-100 [Zbl 0780.60049]
Freidlin, Mark I.; Sowers, Richard B., Central limit theorem results for a reaction-diffusion equation with fast-oscillating boundary perturbations, 101-112 [Zbl 0771.60044]
Funaki, T., On the stochastic partial differential equations of Ginzburg-Landau type, 113-122 [Zbl 0762.60054]
Hida, Takeyuki, Stochastic variational calculus, 123-134 [Zbl 0765.60050]
Kallianpur, G.; Xiong, J., A nuclear space-valued stochastic differential equation driven by Poisson random measures, 135-143 [Zbl 0766.60076]
Kotelenez, Peter; Mann, J. Adin jun., Random vortex models and stochastic partial differential equations, 144-152 [Zbl 0771.60045]
Krylov, N. V., On explicit formulas for solutions of evolutionary SPDE’s (a kind of introduction to the theory), 153-164 [Zbl 0813.60054]
Kuo, Hui-Hsiung, Convolution and Fourier transform of Hida distributions, 165-176 [Zbl 0771.60047]
Le Gland, François, Splitting-up approximation for SPDE’s and SDE’s with application to nonlinear filtering, 177-187 [Zbl 0761.60054]
Méléard, S., Representation and approximation of martingale measures, 188-199 [Zbl 0766.60051]
Pardoux, E.; Peng, S., Backward stochastic differential equations and quasilinear parabolic partial differential equations, 200-217 [Zbl 0766.60079]
Pinsky, Mark A., Lyapunov exponent of a stochastic wave equation, 218-221 [Zbl 0779.60054]
Pitt, Loren D.; Wang, Daoyi, On stochastic elliptic boundary value problems associated with Gaussian Markov random fields, 222-237 [Zbl 0779.60047]
Potthoff, Jürgen, White noise methods for stochastic partial differential equations, 238-251 [Zbl 0783.60056]

##### MSC:
 00B25 Proceedings of conferences of miscellaneous specific interest 60-06 Proceedings, conferences, collections, etc. pertaining to probability theory 35-06 Proceedings, conferences, collections, etc. pertaining to partial differential equations
Full Text: