Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density

DOI10.1017/S0027763000019619MaRDI QIDQ3935951zbMATH OpenFDO

Authors

Publication date 1981

Published in Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0027763000019619

zbMATH Keywords

nonlinear filteringSobolev's lemmaZakai equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)

Cited in

(7)

• 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

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