ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

DOI10.1070/SM1975V025N02ABEH002210zbMATH Open0332.60039OpenAlexW2151339087MaRDI QIDQ4098443FDOQ4098443

Authors: B. Rozovskii 

Publication date: 1976

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1975v025n02abeh002210

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Signal detection and filtering (aspects of stochastic processes) (60G35) Brownian motion (60J65)

Cited In (16)

• Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
• Approximation for diffusion in random fields
• Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces
• Some recent developments in nonlinear filtering theory
• On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces
• Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
• Bayes estimation for some stochastic partial differential equations
• On a class of stochastic partial differential equations
• Stochastic Burgers' equation in the inviscid limit
• Local \(L_\infty\)-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs
• Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise
• Reduced stochastic equations of the nonlinear filtering of random processes
• A Schauder estimate for stochastic PDEs
• Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
• Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation
• On asymptotic properties of the parameter estimator for a type of SPDE

This page was built for publication: ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4098443)