scientific article; zbMATH DE number 3613930

MaRDI QIDQ4178266zbMATH OpenFDO

Authors Etienne Pardoux

Publication date 1978

zbMATH Keywords

Conditional DensityDiffusion ProcessFilteringKolmogorov EquationsNoisy Observation

Mathematics Subject Classification ID

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

Cited in

(4)

• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations
• Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
• L^p-estimates of solutions of backward doubly stochastic differential equations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4178266)