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A Stochastic Differential Equation of Fisk Type for Estimation and Nonlinear Filtering Problems

✍ Scribed by Kallianpur, G.; Striebel, C.


Book ID
118195549
Publisher
Society for Industrial and Applied Mathematics
Year
1971
Tongue
English
Weight
923 KB
Volume
21
Category
Article
ISSN
0036-1399

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πŸ“œ SIMILAR VOLUMES


Cauchy problem for stochastic partial di
✍ Hiroshi Kunita πŸ“‚ Article πŸ“… 1981 πŸ› Elsevier Science 🌐 English βš– 277 KB

This paper concerns the Cauchy problem of stochastic partial differential equations considered in nonlinear filtering problems. The main result is the existence, uniqueness and an exact formula of the solution in case the elliptic operator appearing in the equation is degenerate.