✦ LIBER ✦

Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory

✍ Scribed by Hiroshi Kunita

Publisher: Elsevier Science
Year: 1981
Tongue: English
Weight: 277 KB
Volume: 1
Category: Article
ISSN: 0167-6911
DOI: 10.1016/s0167-6911(81)80010-2

No coin nor oath required. For personal study only.

✦ Synopsis

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.

📜 SIMILAR VOLUMES

The Cauchy problem for a nonlinear first

The Cauchy problem for a nonlinear first order partial differential equation

✍ Wendell H Fleming 📂 Article 📅 1969 🏛 Elsevier Science 🌐 English ⚖ 713 KB

13. Stochastic differential equations :

13. Stochastic differential equations : Asymptotic theory of estimation in nonlinear stochastic differential equations for the multiparameter case

✍ A. Basu 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 79 KB

Pointwise bounds in the Cauchy problem f

Pointwise bounds in the Cauchy problem for elliptic systems of partial differential equations

✍ James Conlan; G. N. Trytten 📂 Article 📅 1966 🏛 Springer 🌐 English ⚖ 328 KB

On Cauchy's problem for linear partial d

On Cauchy's problem for linear partial differential equations of second order in four variables

✍ Leifur Ásgeirsson 📂 Article 📅 1961 🏛 John Wiley and Sons 🌐 English ⚖ 661 KB

Propagation of zeroes and uniqueness in

Propagation of zeroes and uniqueness in the Cauchy problem for first order partial differential equations

✍ E. C. Zachmanoglou 📂 Article 📅 1970 🏛 Springer 🌐 English ⚖ 521 KB

Remarks on cauchy's problem for hyperbol

Remarks on cauchy's problem for hyperbolic partial differential equations with constant coefficients in several independent variables

✍ R. Courant; A. Lax 📂 Article 📅 1955 🏛 John Wiley and Sons 🌐 English ⚖ 321 KB