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Stochastic Partial Differential Equations and Applications II

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

  • Conference proceedings
  • © 1989

Overview

Editors:
  1. Giuseppe Prato
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  2. Luciano Tubaro
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    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1390)

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Table of contents (22 papers)

  1. Front Matter

    Pages I-VI
    Download chapter PDF

  2. A covariant Feynman-Kac formula for unitary bundles over euclidean space

    • S. Albeverio, R. Hoegh-Krohn, H. Holden, T. Kolsrud
    Pages 1-12

  3. On the integrated formulation of Zakai and Kushner equations

    • Alain Bensoussan
    Pages 13-23

  4. Lattice approximation in the stochastic quantization of (φ4)2 fields1

    • Vivek S. Borkar, Sanjoy K. Mitter
    Pages 24-32

  5. The support of the density of a filter in the uncorrelated case

    • Mireille Chaleyat-Maurel, Dominique Michel
    Pages 33-41

  6. Variational inequalities for the control of stochastic partial differential equations

    • P. L. Chow, J. L. Menaldi
    Pages 42-52

  7. Generalized solutions of stochastic evolution equations

    • Donald A. Dawson, Luis G. Gorostiza
    Pages 53-65

  8. On the relation of anticipative Stratonovich and symetric integrals: A decomposition formula

    • Amir Dembo, Ofer Zeitouni
    Pages 66-76

  9. Some applications of quantum probability to stochastic differential equations in Hilbert space

    • Alberto Frigerio
    Pages 77-90

  10. The stability of stochastic partial differential equations and applications. Theorems on supports

    • I. Gyöngy
    Pages 91-118

  11. Weak convergence of solutions of stochastic evolution equations on nuclear spaces

    • G. Kallianpur, V. Pérez-Abreu
    Pages 119-131

  12. A stochastic reaction-diffusion model

    • Peter Kotelenez
    Pages 132-137

  13. Stochastic partial differential equations of generalized Brownian functionals

    • Hui-Hsiung Kuo
    Pages 138-146

  14. Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation

    • P. L. Lions
    Pages 147-170

  15. A generalized equation for a continuous measure branching process

    • Sylvie Meleard, Sylvie Roelly-Coppoletta
    Pages 171-185

  16. Mesures cylindriques et distributions sur l'espace de Wiener

    • David Nualart, Ali Süleyman Ãœstünel
    Pages 186-191

  17. A summary of some identities of the Malliavin calculus

    • D. Nualart, M. Zakai
    Pages 192-196

  18. A Lie algebraic criterion for non-existence of finite dimensionally computable filters

    • Daniel Ocone, Etienne Pardoux
    Pages 197-204

  19. A generalization of Wahba's theorem on the equivalence between spline smoothing and Bayesian estimation

    • Mauro Piccioni
    Pages 205-220

  20. A connection between the expansion of filtrations and Girsanov's theorem

    • Philip Protter
    Pages 221-224
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Keywords

Bibliographic Information

  • Book Title: Stochastic Partial Differential Equations and Applications II

  • Book Subtitle: Proceedings of a Conference held in Trento, Italy, February 1-6, 1988

  • Editors: Giuseppe Prato, Luciano Tubaro

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0083930

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1989

  • Softcover ISBN: 978-3-540-51510-4Published: 09 August 1989

  • eBook ISBN: 978-3-540-48200-0Published: 14 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 268

  • Topics: Analysis, Probability Theory and Stochastic Processes

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