UID:
almahu_9947921599902882
Format:
VIII, 264 p.
,
online resource.
ISBN:
9783540474081
Series Statement:
Lecture Notes in Mathematics, 1236
Note:
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.
In:
Springer eBooks
Additional Edition:
Printed edition: ISBN 9783540172116
Language:
English
URL:
http://dx.doi.org/10.1007/BFb0072879
