Existence and uniqueness of solutions to a class of stochastic partial differential equations

DOI10.1080/07362998508809065zbMath0622.60068OpenAlexW2055050341MaRDI QIDQ3759637

Piermarco Cannarsa, Vincenzo Vespri

Publication date: 1985

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998508809065

zbMATH Keywords

existence and uniqueness theoremssemigroup methodsstrongly elliptic operator

Mathematics Subject Classification ID

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

Related Items (3)

Generation of analytic semigroups in the \(L^ p\) topology by elliptic operators in \({\mathbb{R}}^ n\) ⋮ On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes ⋮ Nonlinear Filtering for Markov Systems with Delayed Observations

Cites Work

• Unnamed Item
• An existenc theorem for a stochastic partial differential equation arising from filtering theory
• Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering
• Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients
• Stochastic partial differential equations and filtering of diffusion processes
• Équations du filtrage non linéaire de la prédiction et du lissage
• Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
• ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES

This page was built for publication: Existence and uniqueness of solutions to a class of stochastic partial differential equations