Stochastic partial differential equations and applications . II Proceedings of a Conference held in Trento, Italy February 1-6, 1988. / / Giuseppe Prato, Luciano Tubaro, editors

• Pubblicazione: Berlin : , : Springer-Verlag, , [1989]; ©1989
• Edizione: 1st ed. 1989.
• Descrizione fisica: 1 online resource (VIII, 268 p.)
• Disciplina: 510
• Soggetto topico: Mathematics
• Classificazione: 60H15
• Persona (resp. second.): PratoGiuseppe; TubaroLuciano
• Note generali: Bibliographic Level Mode of Issuance: Monograph
• Nota di contenuto: 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.
• Titolo autorizzato: Stochastic partial differential equations and applications
• ISBN: 3-540-48200-8
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 996466631903316
• Lo trovi qui: Univ. di Salerno
• Serie: Lecture notes in mathematics (Springer-Verlag) ; ; 1390.