Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory (Q3681673): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Asymptotic theory of mixing stochastic ordinary differential equations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A martingale method for the convergence of a sequence of processes to a jump-diffusion process / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4119898 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5560061 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3909518 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A finitely additive white noise approach to nonlinear filtering / rank | |||
Normal rank | |||
Latest revision as of 16:57, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory |
scientific article |
Statements
Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory (English)
0 references
1985
0 references
weak convergence result
0 references
cylindrical Wiener process
0 references
large bandwidth
0 references
approximating some ''weak'' problems as optimal stopping
0 references
0 references
0 references
