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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    An explicit functional process solution to a stochastic partial differential equation with applications to nonlinear filtering
    scientific article; zbMATH DE number 903617

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      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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