Estimation and control problems for stochastic partial differential equations (Q2393354)

This book is a handbook on the study of stochastic differential equations of hyperbolic type which are essentially non-random PDEs disturbed by an additive random Gaussian perturbation. After introducing two-parameter martingales and stochastic differential equations in the plane, two detailed chapters are devoted to filtration and prediction problems for stochastic fields, on the one hand, and to the control problem for diffusion-type random fields, on the other hand. The last chapter considers stochastic processes with values in a Hilbert space. The framework is essentially standard applied mathematics in standard Hilbert spaces.