Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory

DOI10.1080/17442508508833335zbMath0566.60061MaRDI QIDQ3681673

Hai Huang, Harold J. Kushner

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508508833335

zbMATH Keywords

cylindrical Wiener process; weak convergence result; large bandwidth; approximating some weak problems as optimal stopping

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G35: Signal detection and filtering (aspects of stochastic processes)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

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