Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering

DOI10.1080/17442508308833261zbMath0533.60068MaRDI QIDQ3316322

No author found.

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833261

zbMATH Keywords

uniqueness; Zakai equations; growth estimates for the solution

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Related Items

Approximate solution of the Fokker‐Planck‐Kolmogorov equation by finite elements, On stochastic partial differential equations with unbounded coefficients, Elliptic and Parabolic Second-Order PDEs with Growing Coefficients, On the degenerate parabolic partial differential equations of nonlinear filtering, Existence and uniqueness of solutions to a class of stochastic partial differential equations, Stochastic partial differential equations with unbounded coefficients and applications. III

Cites Work

• Optimal Control for Partially Observed Diffusions
• Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
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