Stochastic Partial Differential Equations and Applications II Procee
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1390 G. Da Prato
L. Tubaro (Eds.)
Stochastic Partial Differential Equations and Applications II Proceedings of a Conference held in Trento, Italy February 1-6, 1988
Springer-Verlag Berlin Heidelberg NewYork London Paris Tokyo Hong Kong
Lecture Notes in Mathematics Edited by A. Dold and B. Eckmann
1390 G. Da Prato
L. Tubaro (Eds.)
Stochastic Partial Differential Equations and Applications II Proceedings of a Conference held in Trento, Italy February 1-6, 1988
Springer-Verlag Berlin Heidelberg NewYork London Paris Tokyo Hong Kong
Editors
Giuseppe Da Prato Scuola Normale Superiore 56100 Pisa, Italy Luciano Tubaro Dipartimento di Matematica, Universita di Irento 38050 Povo, Italy
Mathematics Subject Classification (1980): 60H 15, 60G35, 93E 11 ISBN 3-540-51510-0 Springer-Verlag Berlin Heidelberg New York ISBN 0-387-51510-0 Springer-Verlag New York Berlin Heidelberg
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PREFACE
These are the Proceedings of the second meeting on Stochastic Partial Differential Equations and Applications, the first having been in October 1985 (with Proceedings published in the Lecture
Notes in Mathematics n. 1236). It seems that our wishes three years ago -
that this occasion for a more
direct communication among the researchers in this area of Mathematics occur every two or three years -
have been satisfied. Evidently two successes do not imply that there will be a third one, but they give
us good hopes ... ! The range of applications of SPDE becomes ever wider: filtering theory, biological models, control theory, field theory in Physics. They offer new problems and give at the same time hints for the solution. This time the Applications are better represented, although some lectures do not appear in these Proceedings because they have been published elsewhere. We wish to thank all the participants because it is due to them that the meeting has been successful. Finally we wish to thank the CIRM (Centro Intemazionale per la Ricerca Matematica) for its financial support. Special thanks again go the secretary, Mr. A. Micheletti, for his help (more than help) before, during and after the meeting.
Giuseppe Da Prato (Scuola Normale Superiore, Pisa) Luciano Tubaro (University of Trento)
CONTENTS
S. Albeverio, R. Hoegh-Krohn, H. Holden, T. Kolsrud-A covariant Feynman-Kac formulafor
.
unitary bundle
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