On a general class of stochastic partial differential equations (Q1118256)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a general class of stochastic partial differential equations |
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On a general class of stochastic partial differential equations (English)
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1987
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This paper concerns a general class of stochastic partial differential equations containing as a particular case Zakai's equation of nonlinear filtering. Existence and uniqueness is obtained by a straighforward fixed point argument.
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nonlinear filtering
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stochastic partial differential equations
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Zakai's equation
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fixed point argument
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