scientific article; zbMATH DE number 849895

MaRDI QIDQ4865908zbMATH OpenFDO

Authors Sivaguru S. Sritharan

Publication date 4 March 1996

zbMATH Keywords

Fujisaki-Kallianpur-Kunita equationKalman filtermeasure-valued solutionnonlinear filtering of turbulent flowstatistical hydromechanicsZakai equations

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) PDEs with randomness, stochastic partial differential equations (35R60)

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• Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces
• Stochastic Navier-Stokes equations in unbounded channel domains
• Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
• Stochastic modeling and filtering of discrete measurements for a turbulent field application to measurements of atmospheric wind
• Stochastic modeling and filtering of discrete measurements for a turbulent field: application to measurements of atmospheric wind
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• Nonlinear filtering of stochastic Navier-Stokes equation with Itô-Lévy noise
• Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise
• Nonlinear filtering of classical and quantum spin systems
• A Wong-Zakai approximation for effective filtering of a class of stochastic evolutionary equation

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