Stochastic partial differential equations and filtering of diffusion processes

DOI10.1080/17442507908833142zbMath0424.60067OpenAlexW2077802959MaRDI QIDQ3859047

Etienne Pardoux

Publication date: 1979

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507908833142

zbMATH Keywords

backward filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

• Probability methods for approximations in stochastic control and for elliptic equations
• Linear stochastic evolution equations in Hilbert space
• Stochastic evolution equations with general white noise disturbance
• Dynamical equations for optimal nonlinear filtering
• Stochastic partial differential equations and filtering of diffusion processes
• On the optimal filtering of diffusion processes
• Stochastic evolution equations
• Unnamed Item

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