scientific article; zbMATH DE number 4038932

MaRDI QIDQ3777172zbMATH OpenFDO

Authors A. Germani, Mauro Piccioni

Publication date 1987

zbMATH Keywords

finite-element approximations of the Zakai equationnonlinear filtering theorystochastic evolutions in Hilbert spacesweighted Sobolev spaces

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Filtering in stochastic control theory (93E11)

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(5)

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• Discretization and Simulation of the Zakai Equation

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