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 |
Edizione | [1st ed. 1987.] |
Pubbl/distr/stampa | Berlin : , : Springer-Verlag, , [1987] |
Descrizione fisica | 1 online resource (VIII, 264 p.) |
Disciplina | 519.2 |
Collana | Lecture notes in mathematics (Springer-Verlag) |
Soggetto topico | Stochastic partial differential equations |
ISBN | 3-540-47408-0 |
Classificazione | 60H15 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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. |
Record Nr. | UNISA-996466383003316 |
Berlin : , : Springer-Verlag, , [1987] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
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Stochastic PDE's and Kolmogorov equations in infinite dimensions : lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cetraro, Italy, August 24 - September 1, 1998 / / N. V. Krylov, M. Rockner, J. Zabczyk ; editor, G. Da Prato |
Autore | Krylov N. V (Nikolaĭ Vladimirovich) |
Edizione | [1st ed. 1999.] |
Pubbl/distr/stampa | ©1999 |
Descrizione fisica | 1 online resource (XII, 244 p.) |
Disciplina | 519.2 |
Collana | Lecture notes in mathematics (Springer-Verlag) |
Soggetto topico | Stochastic partial differential equations |
ISBN | 3-540-48161-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | N.V. Krylov: On Kolmogorov's equations for finite dimensional diffusions: Solvability of Ito's stochastic equations; Markov property of solution; Conditional version of Kolmogorov's equation; Differentiability of solutions of stochastic equations with respect to initial data; Kolmogorov's equations in the whole space; Some Integral approximations of differential operators; Kolmogorov's equations in domains -- M. Roeckner: LP-analysis of finite and infinite dimensional diffusion operators: Solution of Kolmogorov equations via sectorial forms; Symmetrizing measures; Non-sectorial cases: perturbations by divergence free vector fields; Invariant measures: regularity, existence and uniqueness; Corresponding diffusions and relation to Martingale problems -- J. Zabczyk: Parabolic equations on Hilbert spaces: Heat equation; Transition semigroups; Heat equation with a first order term; General parabolic equations; Regularity and Quiqueness; Parabolic equations in open sets; Applications. |
Record Nr. | UNISA-996466653603316 |
Krylov N. V (Nikolaĭ Vladimirovich) | ||
©1999 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Stochastic PDE's and Kolmogorov equations in infinite dimensions : lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cetraro, Italy, August 24 - September 1, 1998 / / N. V. Krylov, M. Rockner, J. Zabczyk ; editor, G. Da Prato |
Autore | Krylov N. V (Nikolaĭ Vladimirovich) |
Edizione | [1st ed. 1999.] |
Pubbl/distr/stampa | ©1999 |
Descrizione fisica | 1 online resource (XII, 244 p.) |
Disciplina | 519.2 |
Collana | Lecture notes in mathematics (Springer-Verlag) |
Soggetto topico | Stochastic partial differential equations |
ISBN | 3-540-48161-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | N.V. Krylov: On Kolmogorov's equations for finite dimensional diffusions: Solvability of Ito's stochastic equations; Markov property of solution; Conditional version of Kolmogorov's equation; Differentiability of solutions of stochastic equations with respect to initial data; Kolmogorov's equations in the whole space; Some Integral approximations of differential operators; Kolmogorov's equations in domains -- M. Roeckner: LP-analysis of finite and infinite dimensional diffusion operators: Solution of Kolmogorov equations via sectorial forms; Symmetrizing measures; Non-sectorial cases: perturbations by divergence free vector fields; Invariant measures: regularity, existence and uniqueness; Corresponding diffusions and relation to Martingale problems -- J. Zabczyk: Parabolic equations on Hilbert spaces: Heat equation; Transition semigroups; Heat equation with a first order term; General parabolic equations; Regularity and Quiqueness; Parabolic equations in open sets; Applications. |
Record Nr. | UNINA-9910146311803321 |
Krylov N. V (Nikolaĭ Vladimirovich) | ||
©1999 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Stochastic Porous Media Equations [[electronic resource] /] / by Viorel Barbu, Giuseppe Da Prato, Michael Röckner |
Autore | Barbu Viorel |
Edizione | [1st ed. 2016.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
Descrizione fisica | 1 online resource (IX, 202 p.) |
Disciplina | 519.2 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Partial differential equations Fluids Probability Theory and Stochastic Processes Partial Differential Equations Fluid- and Aerodynamics |
ISBN | 3-319-41069-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Foreword -- Preface -- Introduction -- Equations with Lipschitz nonlinearities -- Equations with maximal monotone nonlinearities -- Variational approach to stochastic porous media equations -- L1-based approach to existence theory for stochastic porous media equations -- The stochastic porous media equations in Rd -- Transition semigroups and ergodicity of invariant measures -- Kolmogorov equations -- A Two analytical inequalities -- Bibliography -- Glossary -- Translator’s note -- Index. |
Record Nr. | UNISA-996466477903316 |
Barbu Viorel | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Stochastic Porous Media Equations / / by Viorel Barbu, Giuseppe Da Prato, Michael Röckner |
Autore | Barbu Viorel |
Edizione | [1st ed. 2016.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
Descrizione fisica | 1 online resource (IX, 202 p.) |
Disciplina | 519.2 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Partial differential equations Fluids Probability Theory and Stochastic Processes Partial Differential Equations Fluid- and Aerodynamics |
ISBN | 3-319-41069-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Foreword -- Preface -- Introduction -- Equations with Lipschitz nonlinearities -- Equations with maximal monotone nonlinearities -- Variational approach to stochastic porous media equations -- L1-based approach to existence theory for stochastic porous media equations -- The stochastic porous media equations in Rd -- Transition semigroups and ergodicity of invariant measures -- Kolmogorov equations -- A Two analytical inequalities -- Bibliography -- Glossary -- Translator’s note -- Index. |
Record Nr. | UNINA-9910136471503321 |
Barbu Viorel | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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