Stochastic partial differential equations connected with non-linear filtering
- 1 January 1982
- book chapter
- Published by Springer Nature
- p. 100-169
- https://doi.org/10.1007/bfb0064861
Abstract
No abstract availableKeywords
This publication has 20 references indexed in Scilit:
- On backward stochastic differential equationsStochastics, 1982
- Densities of a measure–valued process governed by a stochastic partial differential equationSystems & Control Letters, 1981
- Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theorySystems & Control Letters, 1981
- Martingales, the Malliavin calculus and hypoellipticity under general H rmander's conditionsProbability Theory and Related Fields, 1981
- New results on the innovations problem for non-linear filteringStochastics, 1981
- Stochastic Filtering TheoryPublished by Springer Nature ,1980
- Construction of a solution of random transport equation with boundary conditionJournal of the Mathematical Society of Japan, 1979
- An innovations approach to least-squares estimation--Part I: Linear filtering in additive white noiseIEEE Transactions on Automatic Control, 1968
- Hypoelliptic second order differential equationsActa Mathematica, 1967
- Multiple Wiener IntegralJournal of the Mathematical Society of Japan, 1951