bourgeois 发表于 2025-3-25 06:08:04

A summary of some identities of the Malliavin calculus,

HEPA-filter 发表于 2025-3-25 08:50:38

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

品尝你的人 发表于 2025-3-25 14:25:13

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不自然 发表于 2025-3-25 18:50:25

Stochastic Partial Differential Equations and Applications IIProceedings of a Con

正论 发表于 2025-3-25 21:35:39

Variational inequalities for the control of stochastic partial differential equations,linear equations, the associated elliptic variational equation and inequality are formulated and studied in an ..-setting. By introducing appropriate Gaussian Sobolev type of Hilbert spaces, existence and uniqueness theorems are proved. Variational formulation for nonlinear equations is also discuss

extract 发表于 2025-3-26 02:38:35

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神圣在玷污 发表于 2025-3-26 05:56:35

,A connection between the expansion of filtrations and Girsanov’s theorem,f the filtration of σ-fields and change to an equivalent probability law. In particular this gives a method for a Brownian motion to remain a Brownian motion under such a double transformation. The classical example of K. Itô is treated in detail.

比目鱼 发表于 2025-3-26 08:44:15

The stability of stochastic partial differential equations and applications. Theorems on supports,ential equations. These results are generalizations of the Stroock-Varadhan support theorem of diffusion processes. As applications, we prove theorems on supports for the nonlinear filter in the filtering theory of diffusion processes.

仪式 发表于 2025-3-26 16:03:16

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不能仁慈 发表于 2025-3-26 18:45:20

,Mesures cylindriques et distributions sur l’espace de Wiener,Dans cette note nous montrons que toute distribution positive sur l‘espace de Wiener peut être représentée en tant que measure de Radon sur l‘espace des fonctions continues. A l‘aide de ce résultat nous donnons des conditions suffisantes pour qu‘une probabilité cylindrique soit de Radon.
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查看完整版本: Titlebook: Stochastic Partial Differential Equations and Applications II; Proceedings of a Con Giuseppe Prato,Luciano Tubaro Conference proceedings 19