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

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.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 1987
• Sprache: Englisch
• ISBN 10: 3540172114
• ISBN 13: 9783540172116
• Einband: Taschenbuch
• Anzahl der Seiten: 268
• Herausgeber: Da Prato Giuseppe
• Kontakt zum Hersteller: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Deutschland