Stochastic evolution systems. Linear theory and applications to non-linear filtering (Q4583927)

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scientific article; zbMATH DE number 6928404
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    Stochastic evolution systems. Linear theory and applications to non-linear filtering
    scientific article; zbMATH DE number 6928404

      Statements

      Stochastic Evolution Systems (English)
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      28 August 2018
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      stochastic evolution equation
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      stochastic partial differential equation
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      stochastic integration
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      inversion of diffusion processes
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      hypoellipticity
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      Hoermander type condition
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      filtering
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