Stochastic Partial Differential Equations and Applications: Proceedings of a Conference held in Trento, Italy, September 30-October 5, 1985 (Lecture ... Notes in Mathematics, 1236, Band 1236) - Softcover

 
9783540172116: Stochastic Partial Differential Equations and Applications: Proceedings of a Conference held in Trento, Italy, September 30-October 5, 1985 (Lecture ... Notes in Mathematics, 1236, Band 1236)
Softcover
ISBN 10: 3540172114 ISBN 13: 9783540172116
Verlag: Springer, 1987

Inhaltsangabe

Existence and uniqueness results for a non linear stochastic partial differential equation.- Continuity in non linear filtering some different approacees.- Expectation functionals associated with some stochastic evolution equations.- Dirichlet boundary value problem and optimal control for a stochastic distributed parameter system.- Stochastic product integration and stochastic equations.- Some remarks on a problem in stochastic optimal control.- Passage from two-parameters to infinite dimension.- The heat equation and fourier transforms of generalized brownian functionals.- The separation principle for stochastic differential equations with unbounded coefficients.- Weak convergence of measure valued processes using sobolev-imbedding techniques.- Probability distributions of solutions to some stochastic partial differential equations.- Two-sided stochastic calculus for spdes.- Convergence of implicit discretization schemes for linear differential equations with application to filtering.- Some applications of the Malliavin calculus to stochastic analysis.- Exit problem for infinite dimensional systems.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
1987
Sprache
Englisch
ISBN 10 
3540172114
ISBN 13 
9783540172116
Einband
Taschenbuch
Anzahl der Seiten
268
Herausgeber
Da Prato Giuseppe
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