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Catalogue Information
Field name	Details
Dewey Class	515
Title	Stochastic Partial Differential Equations and Applications ([EBook]) : Proceedings of a Conference held in Trento, Italy, Sept. 30–Oct. 5, 1985 / edited by Giuseppe Da Prato, Luciano Tubaro.
Added Personal Name	Da Prato, Giuseppe , 1936-
Added Personal Name	Tubaro, Luciano. , 1947-
Other name(s)	SpringerLink (Online service)
Publication	Berlin, Heidelberg : Springer , 1987.
Physical Details	VIII, 264 pages : online resource.
Series	Lecture Notes in Mathematics 0075-8434 ; ; 1236
ISBN	9783540474081
Contents note	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.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/BFb0072879
Links to Related Works	Subject References: Analysis . Analysis (Mathematics) . Mathematical analysis . Mathematics . Authors: Da Prato, Giuseppe 1936- . editor . Tubaro, Luciano. 1947- . Tubaro, Luciano, 1947- . Corporate Authors: SpringerLink (Online service) . Series: Lecture Notes in Mathematics . Classification: 515 .

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Stochastic Partial Differential Equations and Applications: Proceedings of a Conference held in Trento, Italy, Sept. 30–Oct. 5, 1985

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