scientific article; zbMATH DE number 780719

zbMATH Open0827.60027MaRDI QIDQ4840708FDOQ4840708

Authors: A. Yu. Veretennikov 

Publication date: 14 November 1995

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

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zbMATH Keywords

filtering problemsbackward filtering equationsbackward linear partial stochastic equationordinary stochastic differential equation solution

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)

Cited In (7)

• Backward and forward filtering under the weak Hörmander condition
• On the estimation of backward stochastic differential equations
• Title not available (Why is that?)
• A survey of direct methods for Yau filtering systems
• Solution of the singular backward interpolation problem for diffusion processes
• Backward Nonlinear Smoothing Diffusions
• Forward and backward filtering based on backward stochastic differential equations

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