Format:
Online-Ressource (VIII, 264 p, online resource)
ISBN:
9783540474081
,
9783540172116
Series Statement:
Lecture Notes in Mathematics 1236
Content:
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.
Additional Edition:
ISBN 9783540172116
Additional Edition:
Erscheint auch als Druck-Ausgabe Held in Trento, Italy, Sept. 30 - Oct. 5, 1985 1987 ISBN 3540172114
Additional Edition:
ISBN 0387172114
Language:
English
Subjects:
Mathematics
URL:
Volltext
(lizenzpflichtig)
URL:
Volltext
(Deutschlandweit zugänglich)
