Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory (Q1162983): Difference between revisions
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: Multiple Wiener integral / rank | |||
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Property / cites work: ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS / rank | |||
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Property / cites work: Q3924932 / rank | |||
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Property / cites work: Stochastic partial differential equations and filtering of diffusion processes / rank | |||
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Property / cites work: ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/s0167-6911(81)80010-2 / rank | |||
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Property / OpenAlex ID: W1985161979 / rank | |||
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Latest revision as of 09:09, 30 July 2024
scientific article
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English | Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory |
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Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory (English)
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1981
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nonlinear filtering
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multiple Wiener integral
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