Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory
DOI10.1080/17442508508833335zbMATH Open0566.60061OpenAlexW2009348158MaRDI QIDQ3681673FDOQ3681673
Authors: Harold J. Kushner, Hai Huang 
Publication date: 1985
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508508833335
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Cites Work
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- Asymptotic theory of mixing stochastic ordinary differential equations
- A finitely additive white noise approach to nonlinear filtering
- Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides
- A martingale method for the convergence of a sequence of processes to a jump-diffusion process
Cited In (13)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Markov chain approximations to filtering equations for reflecting diffusion processes.
- A diffusion-approximation theorem in navier-stokes equation
- Kusuoka-Stroock gradient bounds for the solution of the filtering equation
- On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations
- Title not available (Why is that?)
- Homogenized dynamics of stochastic partial differential equations with dynamical boundary conditions
- Diffusion-Approximations for Navier-Stokes Equation in Space-Time Gaussian Velocity Field
- The parametrix method approach to diffusions in a turbulent Gaussian environment
- Title not available (Why is that?)
- Approximate and limit results for nonlinear filters with wide bandwith observation noise
- Scaling limits and homogenization of mixing Hamilton-Jacobi equations
- Stochastic processes and perturbation problems defined by parabolic equations with a small parameter
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