Soit {u(t,x)}t≥0,x∈Rd la solution d’une équation de chaleur stochastique non-linéaire d-dimensionnelle, perturbée par un bruit gaussien, blanc en temps et avec une covariance homogène espace donnée mesure Borel finie qui satisfait condition Dalang. Nous démontrons deux théorèmes limite centrale fonctionnels pour des champs d’occupation forme N−d∫Rdg(u(t,x))ψ(x/N)dx quand N→∞, où g est function ...

Stochastic partial differential equations (SPDE) are used for stochastic modelling, for instance, in the study of neuronal behaviour in neurophysiology and in building stochastic models for turbulence. Huebner, Khasminskii and Rozovskii (1993) started the investigation of the maximum likelihood estimation of the parameters involved in two types of SPDE’s and extended their results for a class o...

In this paper a control problem for a controlled linear stochastic equation in a Hilbert space and an exponential quadratic cost functional of the state and the control is formulated and solved. The stochastic equation can model a variety of stochastic partial differential equations with the control restricted to the boundary or to discrete points in the domain. The solution method does not req...