scientific article; zbMATH DE number 3802586

zbMATH Open0508.60054MaRDI QIDQ4746601FDOQ4746601

Authors: N. V. Krylov, B. Rozovskii 

Publication date: 1982

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

zbMATH Keywords

Liouville equationsfilter equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (12)

• On the Cauchy problem for stochastic parabolic equations in Hölder spaces
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process
• Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
• A stochastic Lagrangian proof of global existence of the Navier-Stokes equations for flows with small Reynolds number
• Adapted solution of a degenerate backward SPDE, with applications
• The regularizing effects of resetting in a particle system for the Burgers equation
• On non-Markovian forward-backward SDEs and backward stochastic PDEs
• On Besov regularity and local time of the solution to the stochastic heat equation
• Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation
• Some recent progress in singular stochastic partial differential equations
• Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
• A class of semilinear stochastic partial differential equations and their controls: Existence results

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