Stochastic Partial Differential Equations: Six Perspectives
Stochastic Partial Differential Equations: Six Perspectives
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DOI：
10.2307/2669432
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发表时间：
1998-11
期刊：
影响因子：
--
通讯作者：
René Carmona;B. Rozovskii
中科院分区：
文献类型：
--
作者：
René Carmona;B. Rozovskii
第1部分：SPDE和随机建模：随机偏微分方程组：连续体物理中的精选应用--由J.Glimm和D.Sharp的测值过程和D.A.Dawson和E.A.Perkins的分枝粒子系统的重整化，源于简单微观模型系统的确定性和随机流体动力学方程，和E.Presutti传输由不可压缩的随机速度场：模拟和数学猜想，R.A.Carmona和F.Cerou第2部分：SPDE的数学理论：N.V.Krylov的SPDEs的分析方法R.Mikulevicius和B.L.Rozovskii指数的随机PDE的鞅问题：记数索引主题索引。
Part 1: SPDE's and Stochastic Modelling: Stochastic partial differential equations: Selected applications in continuum physics by J. Glimm and D. Sharp Measure-valued processes and renormalization of branching particle systems by D. A. Dawson and E. A. Perkins Deterministic and stochastic hydrodynamic equations arising from simple microscopic model systems by G. Giacomin, J. L. Lebowitz, and E. Presutti Transport by incompressible random velocity fields: Simulations & mathematical conjectures by R. A. Carmona and F. Cerou Part 2: Mathematical Theory of SPDE's: An analytic approach to SPDEs by N. V. Krylov Martingale problems for stochastic PDE's by R. Mikulevicius and B. L. Rozovskii Indexes: Notation index Subject index.