LEADER 03092nam 2200613 450 001 996466383003316 005 20220907153854.0 010 $a3-540-47408-0 024 7 $a10.1007/BFb0072879 035 $a(CKB)1000000000437569 035 $a(SSID)ssj0000326946 035 $a(PQKBManifestationID)12049828 035 $a(PQKBTitleCode)TC0000326946 035 $a(PQKBWorkID)10298881 035 $a(PQKB)10907326 035 $a(DE-He213)978-3-540-47408-1 035 $a(MiAaPQ)EBC5579571 035 $a(Au-PeEL)EBL5579571 035 $a(OCoLC)1066197279 035 $a(MiAaPQ)EBC6842154 035 $a(Au-PeEL)EBL6842154 035 $a(OCoLC)1125719410 035 $a(PPN)155192086 035 $a(EXLCZ)991000000000437569 100 $a20220907d1987 uy 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 00$aStochastic partial differential equations and applications $eproceedings of a conference held in Trento, Italy, Sept. 30-Oct. 5, 1985 /$fedited by Giuseppe Da Prato, L. Tubaro 205 $a1st ed. 1987. 210 1$aBerlin :$cSpringer-Verlag,$d[1987] 210 4$dİ1987 215 $a1 online resource (VIII, 264 p.) 225 1 $aLecture notes in mathematics (Springer-Verlag) ;$v1236 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a0-387-17211-4 311 $a3-540-17211-4 327 $aExistence and uniqueness results for a non linear stochastic partial differential equation -- Continuity in non linear filtering some different approacees -- Expectation functionals associated with some stochastic evolution equations -- Dirichlet boundary value problem and optimal control for a stochastic distributed parameter system -- Stochastic product integration and stochastic equations -- Some remarks on a problem in stochastic optimal control -- Passage from two-parameters to infinite dimension -- The heat equation and fourier transforms of generalized brownian functionals -- The separation principle for stochastic differential equations with unbounded coefficients -- Weak convergence of measure valued processes using sobolev-imbedding techniques -- Probability distributions of solutions to some stochastic partial differential equations -- Two-sided stochastic calculus for spdes -- Convergence of implicit discretization schemes for linear differential equations with application to filtering -- Some applications of the Malliavin calculus to stochastic analysis -- Exit problem for infinite dimensional systems. 410 0$aLecture notes in mathematics (Springer-Verlag) ;$v1236. 606 $aStochastic partial differential equations 615 0$aStochastic partial differential equations. 676 $a519.2 686 $a60H15$2msc 702 $aDa Prato$b Giuseppe 702 $aTubaro$b L.$f1947- 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a996466383003316 996 $aStochastic partial differential equations and applications$980175 997 $aUNISA