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Limits for stochastic partial differential equations : Hiroshi Kunita, Kyushu University, Fukuoka, Japan


Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
81 KB
Volume
21
Category
Article
ISSN
0304-4149

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๐Ÿ“œ SIMILAR VOLUMES


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.