Title | Stochastic Partial Differential Equations and Applications [electronic resource] : Proceedings of a Conference held in Trento, Italy, Sept. 30-Oct. 5, 1985 / edited by Giuseppe Da Prato, Luciano Tubaro |
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Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 1987 |

Connect to | http://dx.doi.org/10.1007/BFb0072879 |

Descript | VIII, 264 p. online resource |

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

Mathematics
Mathematical analysis
Analysis (Mathematics)
Mathematics
Analysis