scientific article; zbMATH DE number 3802586
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Publication:4746601
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
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- On non-Markovian forward-backward SDEs and backward stochastic PDEs
- Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation
- On Besov regularity and local time of the solution to the stochastic heat 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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