Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations (Q480995)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations |
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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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