On the Nonlinear Filtering Equations for Superprocesses in Random Environment

DOI10.1007/978-3-642-33549-5_16MaRDI QIDQ2838149zbMATH OpenOpenAlexFDO

Authors Bronius Grigelionis

Publication date 8 July 2013

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-33549-5_16

zbMATH Keywords

Dawson-Watanabe superprocessmartinagale problemnonlinear filtering equationsrandom environment

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Superprocesses (60J68) Processes in random environments (60K37)

Recommendations

• Stochastic partial differential equations for superprocesses in random environments
• Stochastic solutions of nonlinear PDE's and an extension of superprocesses
• Nonlinear filtering for diffusions in random environments
• A class of super-Lévy processes in random environment
• Stochastic solutions of nonlinear PDE's: McKean versus superprocesses
• A class of stochastic partial differential equations for interacting superprocesses on a bounded domain
• scientific article; zbMATH DE number 1064829
• Superprocesses in random environments

Cites work

• Calcul stochastique et problèmes de martingales
• scientific article; zbMATH DE number 5871504 (Why is no real title available?)
• scientific article; zbMATH DE number 3555162 (Why is no real title available?)
• scientific article; zbMATH DE number 1210401 (Why is no real title available?)
• scientific article; zbMATH DE number 1302006 (Why is no real title available?)
• scientific article; zbMATH DE number 1827859 (Why is no real title available?)
• Stochastic differential equations for the non linear filtering problem

This page was built for publication: On the Nonlinear Filtering Equations for Superprocesses in Random Environment

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2838149)