Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory
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Publication:1162983
DOI10.1016/S0167-6911(81)80010-2zbMath0482.93067MaRDI QIDQ1162983
Publication date: 1981
Published in: Systems \& Control Letters (Search for Journal in Brave)
93E11: Filtering in stochastic control theory
60H05: Stochastic integrals
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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