Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights

zbMath1260.60122arXiv1002.0306MaRDI QIDQ1928869

Nicolai V. Krylov

Publication date: 4 January 2013

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.0306

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Cites Work

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