UID:
edoccha_9959185714902883
Umfang:
1 online resource (VIII, 264 p.)
Ausgabe:
1st ed. 1987.
Ausgabe:
Online edition Springer Lecture Notes Archive ; 041142-5
ISBN:
3-540-47408-0
Serie:
Lecture Notes in Mathematics, 1236
Anmerkung:
Bibliographic Level Mode of Issuance: Monograph
,
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.
,
English
In:
Springer eBooks
Weitere Ausg.:
ISBN 0-387-17211-4
Weitere Ausg.:
ISBN 3-540-17211-4
Sprache:
Englisch
URL:
http://dx.doi.org/10.1007/BFb0072879
