scientific article
From MaRDI portal
Publication:3015740
zbMath1223.93114MaRDI QIDQ3015740
Publication date: 13 July 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic partial differential equationsobservation processstochastic processes with semimartingale propertyunnormalized conditional expectation
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items
A partial history of the early development of continuous-time nonlinear stochastic systems theory, The Wiener continuous disorder problem, On pricing and hedging options in regime-switching models with feedback effect, On the stochastic differential equations of filtering theory, On the stochastic differential equations of filtering theory, Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation