scientific article; zbMATH DE number 440439

MaRDI QIDQ3140599zbMATH OpenFDO

Authors István Gyöngy

Publication date 9 December 1993

zbMATH Keywords

filter problems for diffusion processessecond order stochastic parabolic linear partial differential equationsemimartingales

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Recommendations

• On the approximation of stochastic partial differential equations i
• On the approximation of stochastic partial differential equations II
• Approximations of stochastic partial differential equations
• The stability of stochastic partial differential equations and applications i
• Approximation of the solution to the parabolic equation driven by stochastic measure

Cited in

(20)

• Zur Modellierung stochastischer Randwertprobleme partieller Differentialgleichungen. (On the modelling of stochastic boundary value problems of partial differential equations)
• Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
• Rough path stability of (semi-)linear SPDEs
• Approximative approaches to a stochastic partial differential equation by point systems
• Approximations of stochastic partial differential equations
• ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• The stability of stochastic partial differential equations and applications i
• scientific article; zbMATH DE number 7295688 (Why is no real title available?)
• Approximation for the solutions of stochastic differential equations. i: l^p-convergence
• scientific article; zbMATH DE number 5510103 (Why is no real title available?)
• On the approximation of stochastic partial differential equations i
• On the approximation of stochastic partial differential equations II
• scientific article; zbMATH DE number 503114 (Why is no real title available?)
• scientific article; zbMATH DE number 2069613 (Why is no real title available?)
• scientific article; zbMATH DE number 3442928 (Why is no real title available?)
• On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes
• A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
• Approximation theorems based on random partitions for stochastic differential equation and their applications
• Particle approximations for a class of stochastic partial differential equations
• Stochastic partial differential equations in continuum physics - on the foundations of the stochastic interpolation method for Ito's type equations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3140599)