Homogenization for stochastic partial differential equations derived from nonlinear filterings with feedback

DOI10.2969/JMSJ/1158242072zbMATH Open1084.60040OpenAlexW1972074161MaRDI QIDQ2483802FDOQ2483802

Authors: Naoyuki Ichihara 

Publication date: 1 August 2005

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/1158242072

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Methods involving semicontinuity and convergence; relaxation (49J45) Control/observation systems governed by partial differential equations (93C20)

Cited In (11)

• Homogenization of a stochastic nonlinear reaction-diffusion equation with a large reaction term: the almost periodic framework
• Homogenization of stochastic conservation laws with multiplicative noise
• A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS
• Asymptotic analysis and homogenization of invariant measures
• Homogenization in algebras with mean value
• Nonlinear filtering with homogenization
• Homogenization of nonlinear stochastic partial differential equations in a general ergodic environment
• Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation
• Stochastic homogenization for wave equation with random potential and non-periodic coefficients
• Homogenization problem for stochastic partial differential equations of Zakai type
• Sigma-convergence of semilinear stochastic wave equations

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