scientific article; zbMATH DE number 4050660

MaRDI QIDQ3787218zbMATH OpenFDO

Authors A. S. Üstünel

Publication date 1988

zbMATH Keywords

anticipative stochastic differential equationshypoelliptic diffusion processesMalliavin calculusnuclear spacesSobolev spaces on the Wiener spaceZakai equation

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random operators and equations (aspects of stochastic analysis) (60H25) Filtering in stochastic control theory (93E11)

Recommendations

• The partial malliavin calculus and its application to non-linear filtering
• Malliavin calculus applications to the study of nonlinear filtering
• Stochastic calculus of variations for stochastic partial differential equations
• Malliavin calculus with time dependent coefficients and application to nonlinear filtering
• scientific article; zbMATH DE number 4205525

Cited in

(5)

• The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus
• Stochastic calculus of variations for stochastic partial differential equations
• Differentiable measures and the Malliavin calculus
• Malliavin calculus applications to the study of nonlinear filtering
• scientific article; zbMATH DE number 3854129 (Why is no real title available?)

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 Q3787218)