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Nonlinear filtering for the solution of certain stochastic differential equations

โœ Scribed by A. D. Shatashvili

Publisher
Springer US
Year
1973
Tongue
English
Weight
395 KB
Volume
6
Category
Article
ISSN
1573-8337

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๐Ÿ“œ SIMILAR VOLUMES

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