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Record Nr. |
UNISA996466383003316 |
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Titolo |
Stochastic partial differential equations and applications : proceedings of a conference held in Trento, Italy, Sept. 30-Oct. 5, 1985 / / edited by Giuseppe Da Prato, L. Tubaro |
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Pubbl/distr/stampa |
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Berlin : , : Springer-Verlag, , [1987] |
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©1987 |
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ISBN |
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Edizione |
[1st ed. 1987.] |
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Descrizione fisica |
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1 online resource (VIII, 264 p.) |
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Collana |
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Lecture notes in mathematics (Springer-Verlag) ; ; 1236 |
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Classificazione |
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Disciplina |
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Soggetti |
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Stochastic partial differential equations |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di contenuto |
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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. |
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