Stochastic Partial Differential Equations and Applications [electronic resource] : Proceedings of a Conference held in Trento, Italy, Sept. 30–Oct. 5, 1985 / edited by Giuseppe Prato, Luciano Tubaro.
Material type: TextSeries: Lecture Notes in Mathematics ; 1236Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 1987Description: VIII, 264 p. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9783540474081Subject(s): Mathematics | Global analysis (Mathematics) | Mathematics | AnalysisAdditional physical formats: Printed edition:: No titleDDC classification: 515 LOC classification: QA299.6-433Online resources: Click here to access onlineCurrent library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
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IMSc Library | IMSc Library | Link to resource | Available | EBK1572 |
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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