scientific article; zbMATH DE number 3613930

MaRDI QIDQ4178266zbMATH OpenFDO

Authors Etienne Pardoux

Publication date 1978

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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