Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering (Q3316322): Difference between revisions
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Property / cites work: Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes / rank | |||
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Property / cites work: Optimal Control for Partially Observed Diffusions / rank | |||
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Latest revision as of 11:04, 14 June 2024
scientific article
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English | Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering |
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Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering (English)
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1983
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growth estimates for the solution
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uniqueness
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Zakai equations
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