Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients (Q3320258): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:54, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients |
scientific article |
Statements
Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients (English)
0 references
1983
0 references
existence and uniqueness of solutions
0 references
Zakai equation
0 references
unnormalized conditional density
0 references
filtering of diffusion processes
0 references
