Stochastic Partial Differential Equations and Applications II: Proceedings of a Conference held in Trento, Italy February 1–6, 1988

S. Albeverio, R. Hoegh-Krohn, H. Holden (auth.), Giuseppe Da Prato, Luciano Tubaro (eds.)9780387515106, 0-387-51510-0

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