Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics
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Published By Springer Berlin Heidelberg

9783540515104, 9783540482000

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

Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics ◽

10.1007/bfb0083949 ◽

1989 ◽

pp. 221-224 ◽

Author(s):

Philip Protter

Keyword(s):

Girsanov’S Theorem

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

Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics ◽

10.1007/bfb0083948 ◽

1989 ◽

pp. 205-220

Author(s):

Mauro Piccioni

Keyword(s):

Bayesian Estimation ◽

Spline Smoothing

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

Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics ◽

10.1007/bfb0083947 ◽

1989 ◽

pp. 197-204 ◽

Author(s):

Daniel Ocone ◽

Etienne Pardoux

Keyword(s):

Algebraic Criterion

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Generalized solutions of stochastic evolution equations

Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics ◽

10.1007/bfb0083936 ◽

1989 ◽

pp. 53-65 ◽

Author(s):

Donald A. Dawson ◽

Luis G. Gorostiza

Keyword(s):

Evolution Equations ◽

Generalized Solutions ◽

Stochastic Evolution ◽

Stochastic Evolution Equations

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

Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics ◽

10.1007/bfb0083938 ◽

1989 ◽

pp. 77-90 ◽

Author(s):

Alberto Frigerio

Keyword(s):

Hilbert Space ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Quantum Probability

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A stochastic reaction-diffusion model

Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics ◽

10.1007/bfb0083941 ◽

1989 ◽

pp. 132-137 ◽

Author(s):

Peter Kotelenez

Keyword(s):

Diffusion Model ◽

Reaction Diffusion ◽

Reaction Diffusion Model ◽

Stochastic Reaction

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Weak convergence of solutions of stochastic evolution equations on nuclear spaces

Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics ◽

10.1007/bfb0083940 ◽

1989 ◽

pp. 119-131 ◽

Author(s):

G. Kallianpur ◽

V. Pérez-Abreu

Keyword(s):

Weak Convergence ◽

Evolution Equations ◽

Stochastic Evolution ◽

Stochastic Evolution Equations ◽

Convergence Of Solutions ◽

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

Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics ◽

10.1007/bfb0083939 ◽

1989 ◽

pp. 91-118 ◽

Author(s):

I. Gyöngy

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Partial Differential ◽

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

Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics ◽

10.1007/bfb0083937 ◽

1989 ◽

pp. 66-76

Author(s):

Amir Dembo ◽

Ofer Zeitouni

Keyword(s):

Decomposition Formula

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

Stochastic Partial Differential Equations and Applications II - Lecture Notes in Mathematics ◽

10.1007/bfb0083943 ◽

1989 ◽

pp. 147-170 ◽

Author(s):

P. L. Lions

Keyword(s):

Optimal Control ◽

Stochastic Control ◽

Viscosity Solutions ◽

Second Order ◽

Optimal Stochastic Control ◽

Infinite Dimensions ◽

Fully Nonlinear ◽

Second Order Equations

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