Umfang:
Online-Ressource (VIII, 268 p, online resource)
ISBN:
9783540482000
,
9783540515104
Serie:
Lecture Notes in Mathematics 1390
Inhalt:
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.
Weitere Ausg.:
ISBN 9783540515104
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Held in Trento, Italy, February 1 - 6, 1988 1989 ISBN 3540515100
Weitere Ausg.:
ISBN 0387515100
Sprache:
Englisch
Fachgebiete:
Mathematik
URL:
Volltext
(lizenzpflichtig)
URL:
Volltext
(Deutschlandweit zugänglich)
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