E-Book, Englisch, Band 1236, 264 Seiten, eBook
Reihe: Lecture Notes in Mathematics
Da Prato / Tubaro Stochastic Partial Differential Equations and Applications
Erscheinungsjahr 2006
ISBN: 978-3-540-47408-1
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985
E-Book, Englisch, Band 1236, 264 Seiten, eBook
Reihe: Lecture Notes in Mathematics
ISBN: 978-3-540-47408-1
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.
