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Investigation of the Cauchy problem for stochastic partial differential equations

โœ Scribed by G. M. Perun; V. K. Yasinskii


Book ID
112472014
Publisher
Springer
Year
1993
Tongue
English
Weight
380 KB
Volume
45
Category
Article
ISSN
0041-5995

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Cauchy problem for stochastic partial di
โœ Hiroshi Kunita ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.