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Stochastic partial differential equations and applications : proceedings of a conference held in Trento, Italy, Sept. 30-Oct. 5, 1985 / edited by G. Da Prato and L. Tubaro.

Contributor(s): Da Prato, Giuseppe | Tubaro, L. (Luciano), 1947-Material type: TextTextSeries: Lecture notes in mathematics (Springer-Verlag) ; 1236.Publication details: Berlin ; New York : Springer-Verlag, ©1987. Description: 1 online resource (257 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9783540474081; 3540474080Subject(s): Stochastic partial differential equations -- Congresses | Équations aux dérivées partielles stochastiques | Stochastic partial differential equations | Kongress | Stochastische partielle DifferentialgleichungGenre/Form: Electronic books. | Conference papers and proceedings. | Trient (1985) Additional physical formats: Print version:: Stochastic partial differential equations and applications.DDC classification: 519.2 LOC classification: QA3 | .L28 no. 1236 | QA274.25Other classification: SI 850 Online resources: Click here to access online
Contents:
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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Print version record.

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.

Other editions of this work

Other editions
Stochastic partial differential equations and applications II : ©1989

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