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＜電子ブック＞
Stochastic Partial Differential Equations and Applications II : Proceedings of a Conference held in Trento, Italy, February 1-6, 1988 / edited by Giuseppe Da Prato, Luciano Tubaro
(Lecture Notes in Mathematics. ISSN:16179692 ; 1390)

版	1st ed. 1989.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	1989
大きさ	VIII, 268 p : online resource
著者標目	Da Prato, Giuseppe editor Tubaro, Luciano editor SpringerLink (Online service)
件　名	LCSH:Mathematical analysis LCSH:Probabilities FREE:Analysis FREE:Probability Theory
一般注記	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 HTTP:URL=https://doi.org/10.1007/BFb0083930

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