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.
Les mer
Springer Book Archives
Springer Book Archives
GPSR Compliance
The European Union's (EU) General Product Safety Regulation (GPSR) is a set of rules that requires consumer products to be safe and our obligations to ensure this.
If you have any concerns about our products you can contact us on ProductSafety@springernature.com.
In case Publisher is established outside the EU, the EU authorized representative is:
Springer Nature Customer Service Center GmbH
Europaplatz 3
69115 Heidelberg, Germany
ProductSafety@springernature.com
Les mer
Produktdetaljer
ISBN
9783540515104
Publisert
1989-08-09
Utgiver
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG; Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, UU, UP, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Heftet