Densities of a measure–valued process governed by a stochastic partial differential equation
- 1 August 1981
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 1 (2) , 100-104
- https://doi.org/10.1016/s0167-6911(81)80044-8
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition densityNagoya Mathematical Journal, 1981
- Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theorySystems & Control Letters, 1981
- A classification of the second order degenerate elliptic operators and its probabilistic characterizationProbability Theory and Related Fields, 1974