The study of measure-valued processes in random environments has
seen some intensive research activities in recent years whereby
interesting nonlinear stochastic partial differential equations
(SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz
continuity of their coefficients, new techniques and concepts have
recently been developed for the study of such SPDEs. These include
the conditional Laplace transform technique, the conditional mild
solution, and the bridge between SPDEs and some kind of backward
stochastic differential equations. This volume provides an
introduction to these topics with the aim of attracting more
researchers into this exciting and young area of research. It can
be considered as the first book of its kind. The tools introduced
and developed for the study of measure-valued processes in random
environments can be used in a much broader area of nonlinear SPDEs.
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