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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.
| Serija: | Lecture Notes in Mathematics |
| Leidėjas: | Springer Berlin Heidelberg |
| Išleidimo metai: | 1987 |
| Knygos puslapių skaičius: | 268 |
| ISBN-10: | 3540172114 |
| ISBN-13: | 9783540172116 |
| Formatas: | 235 x 155 x 15 mm. Knyga minkštu viršeliu |
| Kalba: | Anglų |
Parašykite atsiliepimą apie „Stochastic Partial Differential Equations and Applications: Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985“
