A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing (Q4286663): Difference between revisions
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Revision as of 15:10, 5 March 2024
scientific article; zbMATH DE number 541492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing |
scientific article; zbMATH DE number 541492 |
Statements
A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing (English)
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8 September 1994
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Feynman-Kac formula
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Skorokhod integral
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stochastic partial differential equations
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nonlinear filtering problem
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