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Publication:3658846
zbMATH Open0513.60058MaRDI QIDQ3658846FDOQ3658846
Bronius Grigelionis, R. Mikulevicius
Publication date: 1983
Title of this publication is not available (Why is that?)
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)
Cited In (11)
- 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
- Wong-zakai approximation and support theorem for SPDEs with locally monotone coefficients
- Global \(L_2\)-solutions of stochastic Navier-Stokes equations
- 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
- Wong-Zakai approximation and support theorem for 2D and 3D stochastic convective Brinkman-Forchheimer equations
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