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

9783540172116, 9783540474081

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Probability distributions of solutions to some stochastic partial differential equations

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

10.1007/bfb0072890 ◽

1987 ◽

pp. 184-199 ◽

Cited By ~ 3

Author(s):

Daniel Ocone

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Probability Distributions ◽

Partial Differential

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Passage from two-parameters to infinite dimension

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

10.1007/bfb0072886 ◽

1987 ◽

pp. 131-153 ◽

Cited By ~ 2

Author(s):

H. Korezlioglu

Keyword(s):

Infinite Dimension ◽

Two Parameters

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Some remarks on a problem in stochastic optimal control

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

10.1007/bfb0072885 ◽

1987 ◽

pp. 121-130

Author(s):

William E. Hopkins

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control

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Some applications of the Malliavin calculus to stochastic analysis

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

10.1007/bfb0072893 ◽

1987 ◽

pp. 230-238 ◽

Cited By ~ 3

Author(s):

A. S. Ustunel

Keyword(s):

Malliavin Calculus ◽

Stochastic Analysis

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Convergence of implicit discretization schemes for linear differential equations with application to filtering

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

10.1007/bfb0072892 ◽

1987 ◽

pp. 208-229 ◽

Cited By ~ 7

Author(s):

M. Piccioni

Keyword(s):

Differential Equations ◽

Linear Differential Equations ◽

Discretization Schemes ◽

Linear Differential

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The heat equation and fourier transforms of generalized brownian functionals

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

10.1007/bfb0072887 ◽

1987 ◽

pp. 154-163 ◽

Cited By ~ 1

Author(s):

Hui-Hsiung Kuo

Keyword(s):

Heat Equation ◽

Fourier Transforms

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Dirichlet boundary value problem and optimal control for a stochastic distributed parameter system

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

10.1007/bfb0072883 ◽

1987 ◽

pp. 57-71 ◽

Cited By ~ 1

Author(s):

Franco Flandoli

Keyword(s):

Optimal Control ◽

Boundary Value Problem ◽

Dirichlet Boundary ◽

Boundary Value ◽

Distributed Parameter ◽

Distributed Parameter System ◽

Dirichlet Boundary Value Problem ◽

Parameter System

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Stochastic product integration and stochastic equations

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

10.1007/bfb0072884 ◽

1987 ◽

pp. 72-120 ◽

Cited By ~ 2

Author(s):

L. Hazareesingh ◽

D. Kannan

Keyword(s):

Stochastic Equations ◽

Product Integration

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Weak convergence of measure valued processes using sobolev-imbedding techniques

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

10.1007/bfb0072889 ◽

1987 ◽

pp. 172-183 ◽

Cited By ~ 10

Author(s):

Michel Metivier

Keyword(s):

Weak Convergence

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Continuity in non linear filtering some different approacees

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

10.1007/bfb0072881 ◽

1987 ◽

pp. 25-39

Author(s):

Mireille Chaleyat-Maurel

Keyword(s):

Linear Filtering ◽

Non Linear

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Lecture Notes in Mathematics - Stochastic Partial Differential Equations and ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Probability distributions of solutions to some stochastic partial differential equations

Passage from two-parameters to infinite dimension

Some remarks on a problem in stochastic optimal control

Some applications of the Malliavin calculus to stochastic analysis

Convergence of implicit discretization schemes for linear differential equations with application to filtering

The heat equation and fourier transforms of generalized brownian functionals

Dirichlet boundary value problem and optimal control for a stochastic distributed parameter system

Stochastic product integration and stochastic equations

Weak convergence of measure valued processes using sobolev-imbedding techniques

Continuity in non linear filtering some different approacees

Lecture Notes in Mathematics - Stochastic Partial Differential Equations and Applications
Latest Publications