An explicit functional process solution to a stochastic partial differential equation with applications to nonlinear filtering (Q4885243)
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scientific article; zbMATH DE number 903617
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| English | An explicit functional process solution to a stochastic partial differential equation with applications to nonlinear filtering |
scientific article; zbMATH DE number 903617 |
Statements
An explicit functional process solution to a stochastic partial differential equation with applications to nonlinear filtering (English)
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15 July 1996
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stochastic partial differential equations
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Hermite transform
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white noise
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nonlinear filtering
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