Publication:4746601
From MaRDI portal
zbMath0508.60054MaRDI QIDQ4746601
Nicolai V. Krylov, Boris L. Rosovskii
Publication date: 1982
93E11: Filtering in stochastic control theory
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G35: Signal detection and filtering (aspects of stochastic processes)
60J60: Diffusion processes
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method, A class of semilinear stochastic partial differential equations and their controls: Existence results, Adapted solution of a degenerate backward SPDE, with applications, Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation, Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation