Approximate McKean–Vlasov representations for a class of SPDEs
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Publication:3585323
DOI10.1080/17442500902723575zbMath1211.60022arXivmath/0510668MaRDI QIDQ3585323
Publication date: 19 August 2010
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0510668
nonlinear filtering; stochastic partial differential equation; Zakai equation; McKean-Vlasov equation; nonlinear diffusions; particle approximations; Kushner-Stratonovich equation
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
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Cites Work
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