scientific article; zbMATH DE number 3613930

zbMATH Open0395.60053MaRDI QIDQ4178266FDOQ4178266

Authors: Etienne Pardoux 

Publication date: 1978

Title of this publication is not available (Why is that?)

zbMATH Keywords

FilteringDiffusion ProcessConditional DensityKolmogorov EquationsNoisy Observation

Mathematics Subject Classification ID

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

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
• \(L^p\)-estimates of solutions of backward doubly stochastic differential equations
• Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs

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