Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering
From MaRDI portal
Publication:3316322
DOI10.1080/17442508308833261zbMath0533.60068MaRDI QIDQ3316322
No author found.
Publication date: 1983
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508308833261
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Related Items
Approximate solution of the Fokker‐Planck‐Kolmogorov equation by finite elements, On stochastic partial differential equations with unbounded coefficients, On the degenerate parabolic partial differential equations of nonlinear filtering, Existence and uniqueness of solutions to a class of stochastic partial differential equations, Stochastic partial differential equations with unbounded coefficients and applications. III
Cites Work