Stochastic Ordinary and Stochastic Partial Differential Equations

The present volume analyzes mathematical models of time-dependent physical p- nomena on three levels: microscopic, mesoscopic, and macroscopic. We provide a rigorous derivation of each level from the preceding level and the resulting me- scopic equations are analyzed in detail. Following Haken (1983, Sect. 1. 11. 6) we deal, "at the microscopic level, with individual atoms or molecules, described by their positions, velocities, and mutual interactions. At the mesoscopic level, we describe the l ...