Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients (Q3320258): Difference between revisions

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Revision as of 12:57, 29 February 2024

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Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients
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    Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients (English)
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    1983
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    existence and uniqueness of solutions
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    Zakai equation
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    unnormalized conditional density
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    filtering of diffusion processes
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