Stochastic Partial Differential Equations and Applications
Broschiertes Buch

Stochastic Partial Differential Equations and Applications

Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985

Herausgegeben: Da Prato, Giuseppe; Tubaro, Luciano
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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 pri...