Stochastic Partial Differential Equations and Applications II

Proceedings of a Conference held in Trento, Italy, February 1-6, 1988

276 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Mathematics
• Themen: Mathematik und Naturwissenschaften Mathematik Mathematische Analysis, allgemein
• ISBN: 9783540515104
• Sprache: Englisch
• Erscheinungsdatum: 09.08.1989
• Größe: 235 x 155 mm
• Verlag: Springer
• Herausgegeben von: Giuseppe Da Prato, Luciano Tubaro