scientific article; zbMATH DE number 3802586

MaRDI QIDQ4746601zbMATH OpenFDO

Authors N. V. Krylov, B. Rozovskii

Publication date 1982

zbMATH Keywords

filter equationLiouville equations

Mathematics Subject Classification ID

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

Cited in

(12)

• A stochastic Lagrangian proof of global existence of the Navier-Stokes equations for flows with small Reynolds number
• 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
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process
• On the Cauchy problem for stochastic parabolic equations in Hölder spaces
• Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
• Some recent progress in singular stochastic partial differential equations
• On Besov regularity and local time of the solution to the stochastic heat equation
• On non-Markovian forward-backward SDEs and backward stochastic PDEs
• The regularizing effects of resetting in a particle system for the Burgers equation

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