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.
β¦ LIBER β¦
Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
β Scribed by G. Kallianpur; R. L. Karandikar
- Book ID
- 104793561
- Publisher
- Springer
- Year
- 1984
- Tongue
- English
- Weight
- 705 KB
- Volume
- 66
- Category
- Article
- ISSN
- 1432-2064
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