scientific article; zbMATH DE number 3844759

MaRDI QIDQ3314680zbMATH OpenFDO

Authors Akinobu Shimizu

Publication date 1983

zbMATH Keywords

existence of densitiesfundamental solutionnonlinear filteringpotential

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)

Recommendations

• Estimation of the density of the solution of the robust Zakaï equation
• Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises
• On the stochastic differential equations of filtering theory
• scientific article; zbMATH DE number 503105
• On a general class of stochastic partial differential equations

Cited in

(8)

• Explicit strong solutions of SPDE's with applications to nonlinear filtering
• Estimation of the density of the solution of the robust Zakaï equation
• The parametrix method for parabolic SPDEs
• Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
• scientific article; zbMATH DE number 4016158 (Why is no real title available?)
• scientific article; zbMATH DE number 4162790 (Why is no real title available?)
• scientific article; zbMATH DE number 6280598 (Why is no real title available?)
• An existenc theorem for a stochastic partial differential equation arising from filtering theory

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 Q3314680)