An introduction to stochastic partial differential equations

[1]  John B. Walsh,et al.  Martingales with a multidimensional parameter and stochastic integrals in the plane , 1986 .

[2]  J. Watkins A STOCHASTIC INTEGRAL REPRESENTATION FOR RANDOM EVOLUTIONS , 1985 .

[3]  Robert L. Wolpert,et al.  Infinite dimensional stochastic differential equation models for spatially distributed neurons , 1984 .

[4]  Stochastic integrals on general topological measurable spaces , 1984 .

[5]  E. Dynkin,et al.  Gaussian and non-Gaussian random fields associated with Markov processes , 1984 .

[6]  John B. Walsh,et al.  Regularity Properties of a Stochastic Partial Differential Equation , 1984 .

[7]  P. Kotelenez A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations , 1984 .

[8]  J. Doob Classical potential theory and its probabilistic counterpart , 1984 .

[9]  Jean-Pierre Fouque,et al.  La convergence en loi pour les processus à valeurs dans un espace nucléaire , 1984 .

[10]  A. Mandelbaum,et al.  Symmetric Statistics, Poisson Point Processes, and Multiple Wiener Integrals , 1983 .

[11]  Gopinath Kallianpur,et al.  A finitely additive white noise approach to nonlinear filtering , 1983 .

[12]  L. Gorostiza High Density Limit Theorems for Infinite Systems of Unscaled Branching Brownian Motions , 1983 .

[13]  Kiyosi Itô Distribution-valued processes arising from independent Brownian motions , 1983 .

[14]  Giovanna Jona-Lasinio,et al.  Large fluctution for a non linear heat equation with noise , 1982 .

[15]  J. B. Walsh,et al.  Propagation of Singularities in the Brownian Sheet , 1982 .

[16]  S. Ustunel Stochastic integration on nuclear spaces and its applications , 1982 .

[17]  J. Walsh A stochastic model of neural response , 1981, Advances in Applied Probability.

[18]  D. Williams,et al.  THE THEORY OF STOCHASTIC PROCESSES III , 1981 .

[19]  Yan Jia-An Sur une équation différentielle stochastique générale , 1980 .

[20]  Planar semi-martingales , 1979 .

[21]  S. Kusuoka Markov fields and local operators , 1979 .

[22]  The Carrying Dimension of a Stochastic Measure Diffusion , 1979 .

[23]  I. I. Gikhman,et al.  The Theory of Stochastic Processes III , 1979 .

[24]  D. Stroock,et al.  Generalized Ornstein-Uhlenbeck Processes and Infinite Particle Branching Brownian Motions , 1978 .

[25]  R. Wolpert Local time and a particle picture for Euclidean field theory , 1978 .

[26]  I. Evstigneev “Markov Times” for Random Fields , 1978 .

[27]  A. Ichikawa Linear stochastic evolution equations in Hilbert space , 1978 .

[28]  David Aldous,et al.  Stopping Times and Tightness. II , 1978 .

[29]  A. Martin-Löf Limit theorems for the motion of a Poisson system of independent Markovian particles with high density , 1976 .

[30]  John B. Walsh,et al.  Stochastic integrals in the plane , 1975 .

[31]  D. Dawson Stochastic evolution equations and related measure processes , 1975 .

[32]  A. Balakrishnan Stochastic Bilinear Partial Differential Equations , 1975 .

[33]  H. Kuo Gaussian Measures in Banach Spaces , 1975 .

[34]  S. Orey,et al.  How Often on a Brownian Path Does the Law of Iterated Logarithm Fail , 1974 .

[35]  A. Bensoussan,et al.  Equations stochastiques du type Navier-Stokes , 1973 .

[36]  H. Kuo Differential and stochastic equations in abstract Wiener space , 1973 .

[37]  Edward Nelson The free Markoff field , 1973 .

[38]  D. Burkholder Distribution Function Inequalities for Martingales , 1973 .

[39]  Steven Orey,et al.  Sample Functions of the $N$-Parameter Wiener Process , 1973 .

[40]  D. Dawson Stochastic evolution equations , 1972 .

[41]  G. Zimmerman Some Sample Function Properties of the Two-parameter Gaussian Process , 1972 .

[42]  E. M. Cabaña,et al.  On barrier problems for the vibrating string , 1972 .

[43]  A. Garsia Continuity properties of Gaussian processes with multidimensional time parameter , 1972 .

[44]  R. Curtain,et al.  STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACE , 1971 .

[45]  P. Greiner An asymptotic expansion for the heat equation , 1971 .

[46]  L. Pitt A Markov property for Gaussian processes with a multidimensional parameter , 1971 .

[47]  Adriano M. Garsia,et al.  A Real Variable Lemma and the Continuity of Paths of Some Gaussian Processes , 1970 .

[48]  M. Zakai On the optimal filtering of diffusion processes , 1969 .

[49]  Shinzo Watanabe,et al.  A limit theorem of branching processes and continuous state branching processes , 1968 .

[50]  T. E. Harris,et al.  The Theory of Branching Processes. , 1963 .

[51]  L. Hörmander Linear Partial Differential Operators , 1963 .

[52]  T. Kitagawa ANALYSIS OF VARIANCE APPLIED TO FUNCTION SPACES , 1951 .