Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density
From MaRDI portal
Publication:3935951
DOI10.1017/S0027763000019619zbMath0478.60048MaRDI QIDQ3935951
No author found.
Publication date: 1981
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
Densities of a measure-valued process governed by a stochastic partial differential equation, Strong solutions for stochastic partial differential equations of gradient type, Deterministic and stochastic differential equations in infinite- dimensional spaces, Stochastic flows for nonlinear second-order parabolic SPDE, Hypoellipticity theorems and conditional laws, On the existence of optimal control for controlled stochastic partial differential equations, Some applications of stochastic integration in infinite dimensions
Cites Work