Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences
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Generalized stochastic differential equations on (D*)

Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007317 ◽

2005 ◽

pp. 32-37

Author(s):

David Betounes

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Stochastic calculus with anticipation and shift transformations of wiener's measure

Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007320 ◽

2005 ◽

pp. 54-61

Author(s):

O. Enchev

Keyword(s):

Stochastic Calculus

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Representation and approximation of martingale measures

Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007333 ◽

2005 ◽

pp. 188-199 ◽

Author(s):

S. Meleard

Keyword(s):

Martingale Measures

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On explicit formulas for solutions of evolutionary SPDE's (a kind of introduction to the theory)

Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007330 ◽

2005 ◽

pp. 153-164

Author(s):

N. V. Krylov

Keyword(s):

Explicit Formulas

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On stochastic elliptic boundary value problems associated with gaussian markov random fields

Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007336 ◽

2005 ◽

pp. 222-237 ◽

Author(s):

Loren D. Pitt ◽

Daoyi Wang

Keyword(s):

Boundary Value Problems ◽

Random Fields ◽

Markov Random Fields ◽

Elliptic Boundary ◽

Boundary Value ◽

Elliptic Boundary Value Problems ◽

Elliptic Boundary Value ◽

Gaussian Markov Random Fields ◽

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Backward stochastic differential equations and quasilinear parabolic partial differential equations

Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007334 ◽

2005 ◽

pp. 200-217 ◽

Author(s):

E. Pardoux ◽

S. Peng

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Backward Stochastic Differential Equations ◽

Parabolic Partial Differential Equations ◽

Partial Differential ◽

Quasilinear Parabolic

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Existence of a smooth density for the filter in nonlinear filtering on manifolds

Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007323 ◽

2005 ◽

pp. 81-91 ◽

Author(s):

Patrick Florchinger

Keyword(s):

Nonlinear Filtering ◽

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On the stochastic partial differential equations of Ginzburg-Landau type

Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007326 ◽

2005 ◽

pp. 113-122

Author(s):

T. Funaki

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Partial Differential ◽

Ginzburg Landau

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Random conservation laws and global solutions of nonlinear SPDE application to the HJB SPDE of anticipative control

Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007319 ◽

2005 ◽

pp. 43-53 ◽

Author(s):

M. H. A. Davis ◽

G. Burstein

Keyword(s):

Conservation Laws ◽

Global Solutions

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Splitting-up approximation for SPDE's and SDE's with application to nonlinear filtering

Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007332 ◽

2005 ◽

pp. 177-187 ◽

Author(s):

François LeGland

Keyword(s):

Nonlinear Filtering

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