Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations (Q480995)

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scientific article; zbMATH DE number 6379699
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    Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations
    scientific article; zbMATH DE number 6379699

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      Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations (English)
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      12 December 2014
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      non-Markovian stochastic differential equations
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      filtering
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      nonlinear stochastic partial differential equations
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      backward parabolic equations
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