Model problem for integro-differential Zakai equation with discontinuous observation processes (Q647498): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1008.1025 / rank | |||
Normal rank | |||
Revision as of 15:40, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model problem for integro-differential Zakai equation with discontinuous observation processes |
scientific article |
Statements
Model problem for integro-differential Zakai equation with discontinuous observation processes (English)
0 references
23 November 2011
0 references
stochastic parabolic integro-differential equations
0 references
nonlinear filtering of jump processes
0 references
stochastic Hölder spaces
0 references
