Stochastic partial differential equations and filtering of diffusion processes

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Publication:3859047


DOI10.1080/17442507908833142zbMath0424.60067MaRDI QIDQ3859047

Etienne Pardoux

Publication date: 1979

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507908833142


93E11: Filtering in stochastic control theory

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


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