Stochastic Partial Differential Equations and Their Applications

This volume consists of 24 papers submitted for publication
by the invited   speakers of the IFIP International Conference
on Stochastic Partial            Differential Equations and their Ap-
plications. Most of them are research   papers, however, a few
surveys written by world renowed experts are also      included.
The aim of the conference was to bring together                           mathematici-
ans, physicists and engineers representing academic as            well
as industrial fields, interested in the theory and applica-
tions   of SPDE's. The field of SPDE's is one of the most dy-
namically developing   areas at the cross roads of several
sciences. It is especially attractive   for many because of
its interdisciplinary character and enormous richness ofal-
ready existing as well as potential applications. There were
about   one hundred participants registered for the conferen-
ce. With rare            exceptions, all of the most active researchers
in the field of SPDE's         throughout the world were present at
the conference. The main topics for      discussion at the confe-
rence were: non-linear SPDE's and Markov property   for random
fields, modern stochastic calculuses, numerical and                     asympto-
tic methods for SPDE's, applications of SPDE's with emphasis
onnon-linear filtering, stochastic control and statistical
fluid dynamics.