Stochastic Partial Differential Equations and Applications II: Proceedings of a Conference held in Trento, Italy February 1–6, 1988 [1 ed.] 9780387515106, 0-387-51510-0 [DJVU]

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English-French Pages 268 [276] Year 1989

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Table of contents :
A covariant Feynman-Kac formula for unitary bundles over euclidean space....Pages 1-12
On the integrated formulation of Zakai and Kushner equations....Pages 13-23
Lattice approximation in the stochastic quantization of (φ 4 ) 2 fields 1 ....Pages 24-32
The support of the density of a filter in the uncorrelated case....Pages 33-41
Variational inequalities for the control of stochastic partial differential equations....Pages 42-52
Generalized solutions of stochastic evolution equations....Pages 53-65
On the relation of anticipative Stratonovich and symetric integrals: A decomposition formula....Pages 66-76
Some applications of quantum probability to stochastic differential equations in Hilbert space....Pages 77-90
The stability of stochastic partial differential equations and applications. Theorems on supports....Pages 91-118
Weak convergence of solutions of stochastic evolution equations on nuclear spaces....Pages 119-131
A stochastic reaction-diffusion model....Pages 132-137
Stochastic partial differential equations of generalized Brownian functionals....Pages 138-146
Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation....Pages 147-170
A generalized equation for a continuous measure branching process....Pages 171-185
Mesures cylindriques et distributions sur l'espace de Wiener....Pages 186-191
A summary of some identities of the Malliavin calculus....Pages 192-196
A Lie algebraic criterion for non-existence of finite dimensionally computable filters....Pages 197-204
A generalization of Wahba's theorem on the equivalence between spline smoothing and Bayesian estimation....Pages 205-220
A connection between the expansion of filtrations and Girsanov's theorem....Pages 221-224
White noise in space and time as the time-derivative of a cylindrical Wiener process....Pages 225-229
Large deviations for non-linear radonifications of white noise....Pages 230-236
Symmetric solutions of semilinear stochastic equations....Pages 237-256

Stochastic Partial Differential Equations and Applications II: Proceedings of a Conference held in Trento, Italy February 1–6, 1988 [1 ed.] 9780387515106, 0-387-51510-0 [DJVU]

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