Stochastic Partial Differential Equations and Applications II

Proceedings of a Conference held in Trento, Italy, February 1-6, 1988

AvGiuseppe Da Prato,Luciano Tubaro

Häftad, Engelska, 1989

Del 1390 i serien Lecture Notes in Mathematics

383 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Produktinformation

Utgivningsdatum:1989-08-09
Mått:155 x 235 x 16 mm
Vikt:423 g
Format:Häftad
Språk:Engelska, Franska
Serie:Lecture Notes in Mathematics
Antal sidor:268
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783540515104

Utforska kategorier

Innehållsförteckning

A covariant Feynman-Kac formula for unitary bundles over euclidean space.- On the integrated formulation of Zakai and Kushner equations.- Lattice approximation in the stochastic quantization of (?4)2 fields1.- The support of the density of a filter in the uncorrelated case.- Variational inequalities for the control of stochastic partial differential equations.- Generalized solutions of stochastic evolution equations.- On the relation of anticipative Stratonovich and symetric integrals: A decomposition formula.- Some applications of quantum probability to stochastic differential equations in Hilbert space.- The stability of stochastic partial differential equations and applications. Theorems on supports.- Weak convergence of solutions of stochastic evolution equations on nuclear spaces.- A stochastic reaction-diffusion model.- Stochastic partial differential equations of generalized Brownian functionals.- Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation.- A generalized equation for a continuous measure branching process.- Mesures cylindriques et distributions sur l'espace de Wiener.- A summary of some identities of the Malliavin calculus.- A Lie algebraic criterion for non-existence of finite dimensionally computable filters.- A generalization of Wahba's theorem on the equivalence between spline smoothing and Bayesian estimation.- A connection between the expansion of filtrations and Girsanov's theorem.- White noise in space and time as the time-derivative of a cylindrical Wiener process.- Large deviations for non-linear radonifications of white noise.- Symmetric solutions of semilinear stochastic equations.