Table Of ContentPitman Research Notes in Mathematics
Series
Main Editors
H. Brezls, Universite de Paris
R. G. Douglas, State University of New York at Stony Brook
A. Jeffrey, University of Newcastle-upon-Tyne (Founding Editor)
Editorial Board
R. Aris, University of Minnesota B. Lawson, State University of New York at
A. Bensoussan, INRIA, France Stony Brook
W. Burger, Universitlit Karlsruhe W. F. Lucas, Cornell University
J. Douglas Jr, University of Chicago R. E. Meyer, University of Wisconsin-Madison
R. J. Elliott, University of Hull J. Nitsche, Universitlit Frei burg
G. Fichera, Universita di Roma L. E. Payne, Cornell University
R. P. Gilbert, University of Delaware G. F. Roach, University of Strathclyde
R. Glowinski, Universite de Paris J. H. Seinfeld, California Institute of
K. P. Hadeler, Universitlit Tiibingen Technology
K. Kirchglissner, Universitlit Stuttgart I. N. Stewart, University of WarwiCJ
S. J. Taylor, University of Virginia
Submission of proposals for consideration
Suggestions for publication, in the form of outlines and representative samples,
are invited by the Editorial Board for assessment. Intending authors should
approach one of the main editors or another member of the Editorial Board,
citing the relevant AMS subject classifications. Alternatively, outlines may be
sent directly to the publisher's offices. Refereeing is by members of the board
and other mathematical authorities in the topic concerned, throughout the
world. ·
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Titles in this series
Improperly posed boundary value problems 28 Constructive functional analysis
A Carasso and A P Stone DS Bridges
2 Lie algebras generated by finite dimensional 29 Elongational flows: Aspects of the behaviour
ideals of model elasticoviscous fluids
IN Stewart CJ SPetrie
3 Bifurcation problems in nonlinear 30 Nonlinear analysis and mechanics:
elasticity Heriot-Watt Symposium Volume III
RWDickey RJKnops
4 Partial differential equations in the complex 31 Fractional calculus and integral transforms of
domain generalized functions
DLColton AC McBride
5 Quasilinear hyperbolic systems and waves 32 Complex manifold techniques in theoretical
A Jeffrey physics
6 Solution of boundary value problems by the D E Lerner and P D Sommers
method of integral operators 33 Hilbert's third problem: scissors congruence
DLColton C-HSah
7 Taylor expansions and catastrophes 34 Graph theory and combinatorics
T Poston and I N Stewart RJWilson
8 Function theoretic methods in differential 35 The Tricomi equation with applications to the
equations theory of plane transonic flow
RP Gilbert and R J Weinacht ARManwell
9 Differential topology with a view to 36 Abstract differential equations
applications SDZaidman
D R J Chillingworth 37 Advances in twistor theory
IO Characteristic classes of foliations LP Hughston and RS Ward
H VPittie 38 Operator theory and functional analysis
11 Stochastic integration and generalized I Erdelyi
martingales 39 Nonlinear analysis and mechanics:
A UKussmaul Heriot-Watt Symposium Volume IV
12 Zeta-functions: An introduction to algebraic RJ Knops
geometry 40 Singular systems of differential equations
AD Thomas S LCampbell
13 Explicit a priori inequalities with applications to 41 N-dimensional crystallography
boundary value problems R L E Schwarzenberger
V G Sigillito 42 Nonlinear partial differential equations in
14 Nonlinear diffusion physical problems
W E Fitzgibbon III and HF Walker DGram
15 Unsolved problems concerning lattice points 43 Shifts and periodicity for right invertible
JHammer operators
16 Edge-colourings of graphs D Przeworska-Rolewicz
S Fiorini and R J Wilson 44 Rings with chain conditions
17 Nonlinear analysis and mechanics: A W Chatters and C R Hajarnavis
Heriot-Watt Symposium Volume I 45 Moduli, deformations and classifications of
RJKnops compact complex manifolds
18 Actions of fine abelian groups D Sundararaman
C Kosniowski 46 Nonlinear problems of analysis in
19 Closed graph theorems and webbed spaces geometry and mechanics
MDeWilde M Atteia, D Bancel and I Gumowski
20 Singular perturbation techniques applied to 47 Algorithmic methods in optimal control
integro-differential equations W A Gruver and E Sachs
H Grabmiiller 48 Abstract Cauchy problems and
21 Retarded functional differential equations: functional differential equations
A global point of view F Kappel and W Schappacher
S EA Mohammed 49 Sequence spaces
22 Multi parameter spectral theory in Hilbert space WHRuckle
BDSleeman 50 Recent contributions to nonlinear
24 Mathematical modelling techniques partial differential equations
RAris H Berestycki and H Brezis
25 Singular points of smooth mappings 51 Subnormal operators
CG Gibson JBConway
26 Nonlinear evolution equations solvable by the 52 Wave propagation in viscoelastic media
spectral transform FMainardi
FCalogero 53 Nonlinear partial differential equations and
27 Nonlinear analysis and mechanics: their applications: College de France
Heriot-Watt Symposium Volume II Seminar. Volume I
RJKnops H Brezis and J L Lions
54 Geometry of Coxeter groups 79 Free boundary problems, theory and
H Hiller applications. Volume II
55 Cusps of Gauss mappings A Fasano and M Primicerio
T Banchoff, T Gaffney and C McCrory 80 Symplectic geometry
56 An approach to algebraic K-theory A Crumeyrolle and J Grifone
AJBerrick 81 An algorithmic analysis of a communication
57 Convex analysis and optimization model with retransmission of flawed messages
J-P Aubin and RB Vintner D M Lucantoni
58 Convex analysis with applications in 82 Geometric games and their applications
the differentiation of convex functions WHRuckle
JR Giles 83 Additive groups of rings
59 Weak and variational methods for moving S Feigelstock
boundary problems 84 Nonlinear partial differential equations and
C M Elliott and J R Ockendon their applications: College de France
60 Nonlinear partial differential equations and Seminar. Volume IV
their applications: College de France H Brezis and J L Lions
Seminar. Volume II 85 Multiplicative functionals on topological algebras
H Brezis and J L Lions THusain
61 Singular systems of differential equations II 86 Hamilton-Jacobi equations in Hilbert spaces
SL Campbell V Barbu and G Da Prato
62 Rates of convergence in the central limit 87 Harmonic maps with symmetry, harmonic
theorem morphisms and deformations of metrics
Peter Hall PBaird
63 Solution of differential equations 88 Similarity solutions of nonlinear partial
by means of one-parameter groups differential equations
J MHill LDresner
64 Hankel operators on Hilbert space 89 Contributions to nonlinear partial differential
SC Power equations
65 Schrodinger-type operators with continuous C Bardos, A Damlamian, J I Diaz and
spectra J Hernandez
M S P Eastham and H Kalf 90 Banach and Hilbert spaces of vector-valued
66 Recent applications of generalized inverses functions
SL Campbell J Burbea and P Masani
67 Riesz and Fredholm theory in Banach algebra 91 Control and observation of neutral systems
BA Barnes, G J Murphy, MR F Smyth and DSalamon
T TWest 92 Banach bundles, Banach modules and
68 Evolution equations and their applications automorphisms of C*-algebras
F Kappel and W Schappacher M J Dupre and R M Gillette
69 Generalized solutions of Hamilton-Jacobi 93 Nonlinear partial differential equations and
equations their applications: College de France
PL Lions Seminar. Volume V
70 Nonlinear partial differential equations and H Brezis and J L Lions
their applications: College de France Seminar. 94 Computer algebra in applied mathematics:
Volume III an introduction to MACSYMA
H Brezis and J L Lions RH Rand
71 Spectral theory and wave operators for the 95 Advances in nonlinear waves. Volume I
Schrodinger equation LDebnath
A MBerthier 96 FC-groups
72 Approximation of Hilbert space operators I M J Tomkinson
DA Herrero 97 Topics in relaxation and ellipsoidal methods
73 Vector valued Nevanlinna Theory M Akgiil
HJWZiegler 98 Analogue of the group algebra for
74 Instability, nonexistence and weighted topological semigroups
energy methods in fluid dynamics H Dzinotyiweyi
and related theories 99 Stochastic functiona-l differential equations
BStraughan S EA Mohammed
75 Local bifurcation and symmetry 100 Optimal control of variational inequalities
A Vanderbauwhede VBarbu
76 Clifford analysis 101 Partial differential equations and
F Brackx, R Delanghe and F Sommen dynamical systems
77 Nonlinear equivalence, reduction of PD Es W E Fitzgibbon III
to OD Es and fast convergent numerical 102 Approximation of Hilbert space operators.
methods Volume II
EE Rosinger C Apostol, LA Fialkow, DA Herrero and
78 Free boundary problems, theory and D Voiculescu
applications. Volume I 103 Nondiscrete induction and iterative processes
A Fasano and M Primicerio V Ptak and F-A Potra
ABOUT THIS VOLUME
The 1984/85 symposium on Stochastic Differential Equations and Applicd'lions
held at Warwick University was designed to emphasize the interactions of
stochastic analysis with other branches of mathema'fics, particularly differential
geometry, and with mathematical physics. This volume consists of articles
emanating from that symposium and shows the fruitfulness of those interactions.
Topics involved include classical and quantum probability theory, differential
analysis in infinite dimensions, potential theory, stochastic control, index
theorems, stochastic mechanics, analysis on manifolds, and Lorentz geometry.
The articles contain careful expositions as well as giving the latest results, so
the volume will provide the reader who has some knowledge of stochastic
analysis with an introduction to its various roles and to the mathematical
baQkground needed to understand both its potential uses and how the problems
ati ina from its varied applications have, in their turn, shaped the general
theory.
Reudershlp: Researchers and graduate students in mathematics, mathematical
physics and probability theory.
PITMAN RESEARCH NOTES IN MATHEMATICS SERIES
The aim of this series is to disseminate important new material of a specialist
nature in economic form. It ranges over the whole spectrum of mathematics and
also reflects the changing momentum of dialogue between hitherto distinct areas
of pure and applied parts of the discipline.
The editorial board has been chosen accordingly and will from time to time be
recompo,sed to represent the full diversity of mathematics as covered by
Mathematical Reviews. ·
This is a rapid means of publication for current material whose style of
exposition is that of a developing subject. Work that is in most respects final and
definitive, but not yet'tefined into a formal monograph, will also be considered
for a place in the series. Normally homogeneous material is required, even if
written by more than one author, thus multi-author works will be included
provided that there is a strong linking theme or editorial pattern.
Proposals and manuscripts: See inside book.
104 Analytic functions - growth aspects 130 Stochastic differential equations
0 P Juneja and G P Kapoor RWu
105 Theory ofTikhonov regularization for 131 Differential geometry
Fredholm equations of the first kind LA Cordero
CW Groetsch 132 Nonlinear differential equations
106 Nonlinear partial differential equations and free J K Hale and P Martinez-Amores
boundaries. Volume I 133 Approximation theory and applications
JI Diaz SP Singh
107 Tight and taut immersions of manifolds 134 Near-rings and their links with groups
T E Cecil and P J Ryan JDPMeldrum
108 A layering method for viscous, incompressible 135 Estimating eigenvalues with a posteriori/a priori
L1, flows occupying R" inequalities
A Douglis and E B Fabes J R Kuttler and V G Sigillito
109 Nonlinear partial differential equations and 136 Regular semigroups as extensions
their applications: College de France F J Pastijn and M Petrich
Seminar. Volume VI 137 Representations of rank one Lie groups
H Brezis and J L Lions D H Collingwood
110 Finite generalized quadrangles 138 Fractional calculus
S E Payne and J A Thas G F Roach and AC McBride
Ill Advances in nonlinear waves. Volume II 139 Hamilton's principle in
LDebnath continuum mechanics
112 Topics in several complex variables A Bedford
E Ramirez de Arellano and D Sundararaman 140 Numerical analysis
113 Differential equations, flow invariance and D F Griffiths and G A Watson
applications 141 Semigroups, theory and applications. Volume I
NH Pavel H Brezis, M G Crandall and F Kappel
114 Geometrical combinatorics 142 Distribution theorems of L-functions
F C Holroyd and R J Wilson DJoyner
115 Generators of strongly continuous semigroups 143 Recent developments in structured continua
J A van Casteren D De Kee and P Kaloni
116 Growth of algebras and Gelfand-Kirillov 144 Functional analysis and two-point differential
dimension operators
G R Krause and T H Lenagan JLocker
117 Theory of bases and cones 145 Numerical methods for partial differential
PK Kamthan and M Gupta equations
118 Linear groups and permutations S I Hariharan and T H Moulden
A R Camina and EA Whelan 146 Completely bounded maps and dilations
119 General Wiener-Hopf factorization methods VI Paulsen
F-OSpeck 147 Harmonic analysis on the Heisenberg nilpotent
120 Free boundary problems: applications and Lie group
theory, Volume Ill WSchempp
A Bossavit, A Damlamian and M Fremond 148 Contributions to modern calculus of variations
121 Free boundary problems: applications and LCesari
theory, Volume IV 149 Nonlinear pa'rabolic equations: qualitative
A Bossavit, A Damlamian and M Fremond properties of solutions
122 Nonlinear partial differential equations and L Boccardo and A Tesei
their applications: College de France 150 From local times to global geometry, control and
Seminar. Volume VII physics
H Brezis and J L Lio,ns KDElworthy
123 Geometric methods in operator algebras 151 A stochastic maximum principle for optimal
H Araki and E G Effros control of diffusions
124 Infinite dimensional analysis-stochastic U G Haussmann
processes 152 Semigroups, theory and applications. Volume II
S Albeverio H B1·ezis, M G Crandall and F Kappel
125 Ennio de Giorgi Colloquium
PKree
126 Almost-periodic functions in abstract spaces
SZaidman
127 Nonlinear variational problems
A Marino, L Modica, S Spagnolo and
M Degiovanni
128 Second-order systems of partial differential
equations in the plane
L K Hua, W Lin and C-Q Wu
129 Asymptotics of high-order ordinary differential
equations
RB Paris and AD Wood
From local times to
global geometry,
control and physics
K D Elworthy
(Editor)
University of Warwick
From local times to
global geometry,
control and physics
Emanations from the Warwick
Symposium on Stochastic
Differential Equations and
Applications, 1984/85
... .-. ... Longman
"""""" Scientific &
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._........... 'TJl. ec nica
Copublished in the United States with
John Wiley & Sons, Inc., New York
