03092nam 2200613 450 99646638300331620220907153854.03-540-47408-010.1007/BFb0072879(CKB)1000000000437569(SSID)ssj0000326946(PQKBManifestationID)12049828(PQKBTitleCode)TC0000326946(PQKBWorkID)10298881(PQKB)10907326(DE-He213)978-3-540-47408-1(MiAaPQ)EBC5579571(Au-PeEL)EBL5579571(OCoLC)1066197279(MiAaPQ)EBC6842154(Au-PeEL)EBL6842154(OCoLC)1125719410(PPN)155192086(EXLCZ)99100000000043756920220907d1987 uy 0engurnn#008mamaatxtccrStochastic partial differential equations and applications proceedings of a conference held in Trento, Italy, Sept. 30-Oct. 5, 1985 /edited by Giuseppe Da Prato, L. Tubaro1st ed. 1987.Berlin :Springer-Verlag,[1987]©19871 online resource (VIII, 264 p.)Lecture notes in mathematics (Springer-Verlag) ;1236Bibliographic Level Mode of Issuance: Monograph0-387-17211-4 3-540-17211-4 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.Lecture notes in mathematics (Springer-Verlag) ;1236.Stochastic partial differential equationsStochastic partial differential equations.519.260H15mscDa Prato GiuseppeTubaro L.1947-MiAaPQMiAaPQMiAaPQBOOK996466383003316Stochastic partial differential equations and applications80175UNISA