Filtering and controal of stochastic differential equations with unbounded coefficients (Q3730729)
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scientific article; zbMATH DE number 3962872
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| English | Filtering and controal of stochastic differential equations with unbounded coefficients |
scientific article; zbMATH DE number 3962872 |
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Filtering and controal of stochastic differential equations with unbounded coefficients (English)
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1986
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stochastic evolution equation
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parabolic equation with boundary
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pointwise control and noise
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filtering and quadratic control problems
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separation principle
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0.8239672780036926
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