Stochastic Partial Differential Equations and Applications: Proceedings of a Conference held in Trento, Italy, September 30-October 5, 1985 (Lecture ... Notes in Mathematics, 1236, Band 1236) - Softcover

Stochastic Partial Differential Equations and Applications : Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985

Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 268 | Sprache: Englisch | Produktart: Bücher | 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. Artikel-Nr. 4438363/202

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