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)
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items
Deterministic and stochastic differential equations in infinite- dimensional spaces, On the existence of optimal control for controlled stochastic partial differential equations, Densities of a measure-valued process governed by a stochastic partial differential equation, Strong solutions for stochastic partial differential equations of gradient type, Hypoellipticity theorems and conditional laws, Stochastic flows for nonlinear second-order parabolic SPDE, Some applications of stochastic integration in infinite dimensions
Cites Work