scientific article; zbMATH DE number 780719

MaRDI QIDQ4840708zbMATH OpenFDO

Authors A. Yu. Veretennikov

Publication date 14 November 1995

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)

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(7)

• Backward and forward filtering under the weak Hörmander condition
• On the estimation of backward stochastic differential equations
• scientific article; zbMATH DE number 17497 (Why is no real title available?)
• 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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