| 000 | 02780nam a22004575i 4500 | ||
|---|---|---|---|
| 001 | 978-3-540-47408-1 | ||
| 003 | DE-He213 | ||
| 005 | 20160624101827.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 121227s1987 gw | s |||| 0|eng d | ||
| 020 |
_a9783540474081 _9978-3-540-47408-1 |
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| 024 | 7 |
_a10.1007/BFb0072879 _2doi |
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| 050 | 4 | _aQA299.6-433 | |
| 072 | 7 |
_aPBK _2bicssc |
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| 072 | 7 |
_aMAT034000 _2bisacsh |
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| 082 | 0 | 4 |
_a515 _223 |
| 245 | 1 | 0 |
_aStochastic Partial Differential Equations and Applications _h[electronic resource] : _bProceedings of a Conference held in Trento, Italy, Sept. 30–Oct. 5, 1985 / _cedited by Giuseppe Prato, Luciano Tubaro. |
| 260 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c1987. |
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| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c1987. |
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| 300 |
_aVIII, 264 p. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1236 |
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| 505 | 0 | _aExistence 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. | |
| 650 | 0 | _aMathematics. | |
| 650 | 0 | _aGlobal analysis (Mathematics). | |
| 650 | 1 | 4 | _aMathematics. |
| 650 | 2 | 4 | _aAnalysis. |
| 700 | 1 |
_aPrato, Giuseppe. _eeditor. |
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| 700 | 1 |
_aTubaro, Luciano. _eeditor. |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783540172116 |
| 786 | _dSpringer | ||
| 830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1236 |
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| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/BFb0072879 |
| 942 |
_2EBK1572 _cEBK |
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| 999 |
_c30866 _d30866 |
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