Conference proceedings
© 1987

Stochastic Partial Differential Equations and Applications

Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985

Editors:

Giuseppe Prato,
Luciano Tubaro

Giuseppe Prato

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Luciano Tubaro

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Part of the book series: Lecture Notes in Mathematics (LNM, volume 1236)

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Table of contents
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Bibliographic Information

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Table of contents (15 papers)

Front Matter

Pages I-V

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Existence and uniqueness results for a non linear stochastic partial differential equation
- Piermarco Cannarsa, Vincenzo Vespri
Pages 1-24
Continuity in non linear filtering some different approacees
- Mireille Chaleyat-Maurel
Pages 25-39
Expectation functionals associated with some stochastic evolution equations
- P. L. Chow
Pages 40-56
Dirichlet boundary value problem and optimal control for a stochastic distributed parameter system
- Franco Flandoli
Pages 57-71
Stochastic product integration and stochastic equations
- L. Hazareesingh, D. Kannan
Pages 72-120
Some remarks on a problem in stochastic optimal control
- William E. Hopkins Jr.
Pages 121-130
Passage from two-parameters to infinite dimension
- H. Korezlioglu
Pages 131-153
The heat equation and fourier transforms of generalized brownian functionals
- Hui-Hsiung Kuo
Pages 154-163
The separation principle for stochastic differential equations with unbounded coefficients
- Akira Ichikawa
Pages 164-171
Weak convergence of measure valued processes using sobolev-imbedding techniques
- Michel Metivier
Pages 172-183
Probability distributions of solutions to some stochastic partial differential equations
- Daniel Ocone
Pages 184-199
Two-sided stochastic calculus for spdes
- E. Pardoux
Pages 200-207
Convergence of implicit discretization schemes for linear differential equations with application to filtering
- M. Piccioni
Pages 208-229
Some applications of the Malliavin calculus to stochastic analysis
- A. S. Ustunel
Pages 230-238
Exit problem for infinite dimensional systems
- J. Zabczyk
Pages 239-257
Back Matter

Pages 259-260

PDF

Keywords

Boundary value problem
calculus
differential equation
measure
partial differential equation

Bibliographic Information

Book Title: Stochastic Partial Differential Equations and Applications
Book Subtitle: Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985
Editors: Giuseppe Prato, Luciano Tubaro
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/BFb0072879
Publisher: Springer Berlin, Heidelberg
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1987
Softcover ISBN: 978-3-540-17211-6Published: 25 March 1987
eBook ISBN: 978-3-540-47408-1Published: 15 November 2006
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: VIII, 264
Topics: Analysis

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eBook USD 39.99

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Softcover Book USD 54.99

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