scientific article; zbMATH DE number 3810621

MaRDI QIDQ3658846zbMATH OpenFDO

Authors Bronius Grigelionis, R. Mikulevicius

Publication date 1983

zbMATH Keywords

evolution equationsnonlinear filtering

Mathematics Subject Classification ID

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

Cited in

(12)

• Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
• On degenerate linear stochastic evolution equations driven by jump processes
• Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions
• A Bayes formula for nonlinear filtering with Gaussian and Cox noise
• Global \(L_2\)-solutions of stochastic Navier-Stokes equations
• Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients
• Filtering with marked point process observations via Poisson chaos expansion
• Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments
• Necessary and sufficient conditions for convergence of semimartingales and point processes. I
• Necessary and sufficient conditions for convergence of semimartingales and point processes. II
• Weak solutions of neutral stochastic functional differential equations in infinite dimensional spaces
• Wong-Zakai approximation and support theorem for 2D and 3D stochastic convective Brinkman-Forchheimer 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 Q3658846)