Stochastic partial differential equations and applications : proceedings of a conference held in Trento, Italy, Sept. 30-Oct. 5, 1985
著者
書誌事項
Stochastic partial differential equations and applications : proceedings of a conference held in Trento, Italy, Sept. 30-Oct. 5, 1985
（Lecture notes in mathematics, 1236）
Springer-Verlag, c1987
- : gw
- : us
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注記
Includes index
内容説明・目次
目次
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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