Homogenization problem for stochastic partial differential equations of Zakai type
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Publication:4821633
DOI10.1080/10451120410001714107zbMath1056.60060MaRDI QIDQ4821633
Publication date: 21 October 2004
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120410001714107
93E11: Filtering in stochastic control theory
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
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