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Stochastic Partial Differential Equations on Manifolds~II. Nonlinear Filtering

✍ Scribed by István Gyöngy


Book ID
110367709
Publisher
Springer Netherlands
Year
1997
Tongue
English
Weight
187 KB
Volume
6
Category
Article
ISSN
0926-2601

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📜 SIMILAR VOLUMES


Cauchy problem for stochastic partial di
✍ Hiroshi Kunita 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 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.