Del 1236 - Lecture Notes in Mathematics

Stochastic Partial Differential Equations and Applications

Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985

Häftad, Engelska, 1987

Av Giuseppe Da Prato, Luciano Tubaro

719 kr

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Produktinformation

Utgivningsdatum1987-03-25
Mått155 x 235 x undefined mm
FormatHäftad
SpråkEngelska
SerieLecture Notes in Mathematics
Antal sidor264
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783540172116

Tillhör följande kategorier

Beräkning och matematisk analys inom Naturvetenskap och teknik

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.

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