scientific article; zbMATH DE number 3854129

MaRDI QIDQ3322952zbMATH OpenFDO

Authors A. S. Üstünel

Publication date 1984

zbMATH Keywords

Girsanov theoremhypoellipticitysemimartingalesstochastic flowsnuclear spacesItô's formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Operations with distributions and generalized functions (46F10)

Recommendations

• scientific article; zbMATH DE number 3947336
• scientific article; zbMATH DE number 4050660
• scientific article; zbMATH DE number 3845474
• scientific article; zbMATH DE number 509248
• Diffusion equations in duals of nuclear spaces

Cited in

(2)

• scientific article; zbMATH DE number 3947336 (Why is no real title available?)
• scientific article; zbMATH DE number 2190185 (Why is no real title available?)

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 Q3322952)