Books on

Stochastic partial differential equations

Here is a list of some introductory books on Stochastic partial differential equations.

For those which I have read, I have included some comments. You are welcome to send me
more references to be included here.

- Walsh, J.B. An introduction to stochastic partial differential
equations, Ecole d'Eté de Prob. de St. Flour XIV, 1984, Lect. Notes in Math 1180,
Springer Verlag (1986). Math
Review link
Da Prato / Zabczyk: Stochastic equations in infinite dimensions.

(Encyclopedia of Mathematics and Its Applications, Vol. 44), Cambridge University Press, 1996.

R. Carmona (Editor), B. L. Rozovskii (Editor): Stochastic Partial Differential Equations : Six Perspectives( AMS Mathematical Surveys and Monographs, No. 64.)

#### Holden, Oksendal, Uboe, Zhang: Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach.

#### W. Greksch, C Tudor: Stochastic Evolution Equations : A Hilbert Space Approach

(Mathematical Research, Vol 85), Akademie Verlag, 1995. Stochastic partial differential equations are studied using the infinite dimensional stochastic analysis, the theory of evolution operators and rigged Hilbert spaces. The authors consider existence and uniqueness theorems as well as possibilities of the approximation.

#### Alison Etheridge (editor): Stochastic Partial Differential Equations

(London Mathematical Society Lecture Note, No 216), Cambridge Univ Press, 1995. ISBN: 0521483190.

#### Yu. Rozanov: Random Fields and Stochastic Partial Differential Equations.

Kluwer, 1998. ISBN: 0792349849.

**B Rozovskii: Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering.**

Kluwer Academic, 1991.

**Itô, K. Foundations of stochastic differential equations in infinite dimensional spaces.**

CBMS Notes, SIAM, Baton Rouge (1983). Math Review link## Conference proceedings :

#### G. DaPrato, L. Tubaro (Editors): Stochastic Partial Differential Equations and Applications.

Pitman Research Notes in Mathematics Series, No 268, 1992.

Proceedings of a conference held in Trento.

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