This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory

Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as st

This volume contains current work at the frontiers of research in infinite dimensional stochastic analysis. It presents a carefully chosen collection of article

Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.