Nonlinear Partial Differential Equations in Physical Problems.by D. Graffi
β Scribed by Review by: Mark J. Ablowitz
- Book ID
- 124939267
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1984
- Tongue
- English
- Weight
- 187 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0036-1445
- DOI
- 10.2307/2029690
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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.