TY  - BOOK
AU  - Prato,Giuseppe
AU  - Tubaro,Luciano
ED  - SpringerLink (Online service)
TI  - Stochastic Partial Differential Equations and Applications: Proceedings of a Conference held in Trento, Italy, Sept. 30–Oct. 5, 1985 
T2  - Lecture Notes in Mathematics,
SN  - 9783540474081
AV  - QA299.6-433 
U1  - 515 23
PY  - 1987///
CY  - Berlin, Heidelberg
PB  - Springer Berlin Heidelberg
KW  - Mathematics
KW  - Global analysis (Mathematics)
KW  - Analysis
N1  - 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
UR  - http://dx.doi.org/10.1007/BFb0072879
ER  -