Stochastic Partial Differential Equations and Applications
Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985
(Sprache: Englisch)
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...
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Klappentext zu „Stochastic Partial Differential Equations and Applications “
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.
Inhaltsverzeichnis zu „Stochastic Partial Differential Equations and Applications “
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.
Bibliographische Angaben
- 1987, 268 Seiten, Maße: 15,5 x 23,5 cm, Taschenbuch, Englisch
- Herausgegeben: Luciano Tubaro, Giuseppe Da Prato
- Verlag: Springer Berlin Heidelberg
- ISBN-10: 3540172114
- ISBN-13: 9783540172116
- Erscheinungsdatum: 25.03.1987
Sprache:
Englisch
Rezension zu „Stochastic Partial Differential Equations and Applications “
"The book contains 25 contributions (of about twenty pages each) including new results as well as surveys and reviews of problems in questions so that the reader can get a feeling of what is the up-to-date state of knowledge in the respective areas. This is why the book can serve as a source for new ways of research as well as a digest for professionals working in SPDE's." - Mathematica Bohemia
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