Buch, Englisch, Band 1236, 264 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 411 g
Reihe: Lecture Notes in Mathematics
Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985
Buch, Englisch, Band 1236, 264 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 411 g
Reihe: Lecture Notes in Mathematics
ISBN: 978-3-540-17211-6
Verlag: Springer Berlin Heidelberg
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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.
