03643nam 2200613 450 99646663190331620220303101457.03-540-48200-810.1007/BFb0083930(CKB)1000000000437416(SSID)ssj0000326947(PQKBManifestationID)12097399(PQKBTitleCode)TC0000326947(PQKBWorkID)10296863(PQKB)10691322(DE-He213)978-3-540-48200-0(MiAaPQ)EBC5610351(Au-PeEL)EBL5610351(OCoLC)1078989803(MiAaPQ)EBC6842836(Au-PeEL)EBL6842836(OCoLC)793079169(PPN)155184482(EXLCZ)99100000000043741620220303d1989 uy 0engurnn#008mamaatxtccrStochastic partial differential equations and applicationsIIProceedings of a Conference held in Trento, Italy February 1-6, 1988. /Giuseppe Prato, Luciano Tubaro, editors1st ed. 1989.Berlin :Springer-Verlag,[1989]©19891 online resource (VIII, 268 p.)Lecture notes in mathematics ;1390Bibliographic Level Mode of Issuance: Monograph0-387-51510-0 3-540-51510-0 A covariant Feynman-Kac formula for unitary bundles over euclidean space -- On the integrated formulation of Zakai and Kushner equations -- Lattice approximation in the stochastic quantization of (?4)2 fields1 -- The support of the density of a filter in the uncorrelated case -- Variational inequalities for the control of stochastic partial differential equations -- Generalized solutions of stochastic evolution equations -- On the relation of anticipative Stratonovich and symetric integrals: A decomposition formula -- Some applications of quantum probability to stochastic differential equations in Hilbert space -- The stability of stochastic partial differential equations and applications. Theorems on supports -- Weak convergence of solutions of stochastic evolution equations on nuclear spaces -- A stochastic reaction-diffusion model -- Stochastic partial differential equations of generalized Brownian functionals -- Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation -- A generalized equation for a continuous measure branching process -- Mesures cylindriques et distributions sur l'espace de Wiener -- A summary of some identities of the Malliavin calculus -- A Lie algebraic criterion for non-existence of finite dimensionally computable filters -- A generalization of Wahba's theorem on the equivalence between spline smoothing and Bayesian estimation -- A connection between the expansion of filtrations and Girsanov's theorem -- White noise in space and time as the time-derivative of a cylindrical Wiener process -- Large deviations for non-linear radonifications of white noise -- Symmetric solutions of semilinear stochastic equations.Lecture notes in mathematics (Springer-Verlag) ;1390.MathematicsMathematics.51060H15mscPrato GiuseppeTubaro LucianoMiAaPQMiAaPQMiAaPQBOOK996466631903316Stochastic partial differential equations and applications80175UNISA