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

• Pubblicazione: Berlin : , : Springer-Verlag, , [1987]; ©1987
• Edizione: 1st ed. 1987.
• Descrizione fisica: 1 online resource (VIII, 264 p.)
• Disciplina: 519.2
• Soggetto topico: Stochastic partial differential equations
• Classificazione: 60H15
• Persona (resp. second.): Da PratoGiuseppe; TubaroL. <1947->
• Note generali: Bibliographic Level Mode of Issuance: Monograph
• Nota di contenuto: 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.
• Titolo autorizzato: Stochastic partial differential equations and applications
• ISBN: 3-540-47408-0
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 996466383003316
• Lo trovi qui: Univ. di Salerno
• Serie: Lecture notes in mathematics (Springer-Verlag) ; ; 1236.