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Stochastic Partial Differential Equations and Applications II: Proceedings of a Conference held in Trento, Italy February 1–6, 1988
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Catalogue Record 45414
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Catalogue Information
Field name
Details
Dewey Class
515
Title
Stochastic Partial Differential Equations and Applications II ([EBook]) : Proceedings of a Conference held in Trento, Italy February 1–6, 1988 / edited by Giuseppe Da Prato, Luciano Tubaro.
Added Personal Name
Da Prato, Giuseppe , 1936-
Tubaro, Luciano. , 1947-
Other name(s)
SpringerLink (Online service)
Publication
Berlin, Heidelberg : Springer , 1989.
Physical Details
VIII, 268 pages : online resource.
Series
Lecture Notes in Mathematics
0075-8434 ; ; 1390
ISBN
9783540482000
Contents note
A covariant Feynman-Kac formula for unitary bundles over euclidean space -- On the integrated formulation of Zakai and Kushner equations -- Lattice approximation in the stochastic quantization of (?4)2 fields1 -- The support of the density of a filter in the uncorrelated case -- Variational inequalities for the control of stochastic partial differential equations -- Generalized solutions of stochastic evolution equations -- On the relation of anticipative Stratonovich and symetric integrals: A decomposition formula -- Some applications of quantum probability to stochastic differential equations in Hilbert space -- The stability of stochastic partial differential equations and applications. Theorems on supports -- Weak convergence of solutions of stochastic evolution equations on nuclear spaces -- A stochastic reaction-diffusion model -- Stochastic partial differential equations of generalized Brownian functionals -- Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation -- A generalized equation for a continuous measure branching process -- Mesures cylindriques et distributions sur l'espace de Wiener -- A summary of some identities of the Malliavin calculus -- A Lie algebraic criterion for non-existence of finite dimensionally computable filters -- A generalization of Wahba's theorem on the equivalence between spline smoothing and Bayesian estimation -- A connection between the expansion of filtrations and Girsanov's theorem -- White noise in space and time as the time-derivative of a cylindrical Wiener process -- Large deviations for non-linear radonifications of white noise -- Symmetric solutions of semilinear stochastic equations.
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/BFb0083930
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Subject References:
Analysis
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Analysis (Mathematics)
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Mathematical analysis
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Mathematics
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Probabilities
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Probability theory and stochastic processes
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Authors:
Da Prato, Giuseppe 1936-
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editor
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Tubaro, Luciano. 1947-
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Tubaro, Luciano, 1947-
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Corporate Authors:
SpringerLink (Online service)
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Series:
Lecture Notes in Mathematics
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Classification:
515
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