Stochastic Partial Differential Equations and Applications II : Proceedings of a Conference held in Trento, Italy February 1-6, 1988 / edited by Giuseppe Da Prato, Luciano Tubaro.

Format:

Book

Contributor:

Da Prato, Giuseppe, editor.

Tubaro, L. (Luciano), 1947- editor.

SpringerLink (Online service)

Series:

Lecture Notes in Mathematics, 0075-8434 ; 1390.

Lecture Notes in Mathematics, 0075-8434 ; 1390

Language:

English

Subjects (All):

Global analysis (Mathematics).

Distribution (Probability theory).

Analysis.

Probability Theory and Stochastic Processes.

Local Subjects:

Analysis.

Probability Theory and Stochastic Processes.

Physical Description:

1 online resource (VIII, 268 pages).

Contained In:

Springer eBooks

Place of Publication:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1989.

System Details:

text file PDF

Contents:

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.

Other Format:

Printed edition:

ISBN:

9783540482000

Access Restriction:

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