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Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise

✍ Scribed by Patrick Florchinger

Publisher: Elsevier Science
Year: 1991
Tongue: English
Weight: 356 KB
Volume: 16
Category: Article
ISSN: 0167-6911
DOI: 10.1016/0167-6911(91)90007-2

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## Abstract The existence of travelling wave solutions for the heat equation ∂~__t__~ __u__ –Δ__u__ = 0 in an infinite cylinder subject to the nonlinear Neumann boundary condition (∂__u__ /∂__n__) = __f__ (__u__) is investigated. We show existence of nontrivial solutions for a large class of nonlin