scientific article; zbMATH DE number 1302125

MaRDI QIDQ4247387zbMATH OpenFDO

Authors István Gyöngy

Publication date 16 August 1999

zbMATH Keywords

approximation and support of solutionsnonlinear filteringstochastic partial differential equations on manifolds

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)

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(14)

• Explicit strong solutions of SPDE's with applications to nonlinear filtering
• Applying the EKF to stochastic differential equations with level effects
• Methods of ellipsoidal filtration in nonlinear stochastic systems on manifolds
• Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises
• On nonlinear filtering problems for discrete time stochastic processes
• Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
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• McKean--Vlasov SDEs in Nonlinear Filtering
• Numerical strategies for filtering partially observed stiff stochastic differential equations
• Stochastic partial differential equations on manifolds. II: Nonlinear filtering
• The approximation of stochastic partial differential equations and applications in nonlinear filtering

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