Particle approximations for a class of stochastic partial differential equations

DOI10.1007/s00245-006-0872-3zbMath1116.60028MaRDI QIDQ861499

N. E. Zubov

Publication date: 29 January 2007

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-006-0872-3

zbMATH Keywords

stochastic partial differential equations; nonlinear filtering; particle approximations

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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