Regularity Theory and Stochastic Flows for Parabolic ISPDES
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A01=Franco Flandoli
Author_Franco Flandoli
Basic Particular Case
boundary value problems
Category=PBKJ
Category=PBWL
diffusion in random media
Elementary Regularity
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
filtering theory applications
Function Spaces
General Framework
Homogeneous Problems
linear SPDEs
multiplicative noise analysis
Neumann Boundary Condition
parabolic SPDE solution techniques
Regular Versions
Sobolev regularity
Stochastic Flows
Product details
- ISBN 9782884490450
- Weight: 417g
- Dimensions: 152 x 229mm
- Publication Date: 03 Aug 1995
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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The book treats two topics in the theory of stochastic partial differential equations: space-regularity of solutions and existence of stochastic flows. The equations considered in the book are linear parabolic with multiplicative noise, like those arising in non-linear filtering or diffusion models in randomly moving media. Regularity theory in Sobolev spaces is extensively investigated, for homogeneous and non-homogeneous boundary value problems, with a detailed analysis of the new geometrical conditions on coefficients arising as a consequence of the stochaticity. The book provides an account of regularity results that may represent a useful reference for the researcher in stochastic partial differential equations. Regularity theory is then applied to prove the existence of stochastic flows. In spite of the variety of results on stochastic flows obtained by this method, several open problems are pointed out, with the hope of stimulating further research on this subject.
Franco Flandoli (Universita di Pisa, Italy)
