scientific article; zbMATH DE number 863590

zbMATH Open0853.60050MaRDI QIDQ4871872FDOQ4871872

Authors: Tran Hung Thao 

Publication date: 8 April 1996

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

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zbMATH Keywords

stochastic differential equationpoint processesfilteringZakai equationmeasure valued Feller process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (12)

• Title not available (Why is that?)
• On uniqueness of solutions to stochastic equations: A counter-example
• Existence and uniqueness theorem for stochastic differential equations with self-exciting switching
• On a general class of stochastic partial differential equations
• Title not available (Why is that?)
• Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs
• On uniqueness of solutions for the stochastic differential equations of nonlinear filtering
• On \(L_p\)-solvability of stochastic integro-differential equations
• On the existence, uniqueness, and stability of solutions of the equation \(p_0 {\mathfrak X}_{tt} = E({\mathfrak X}_ x) {\mathfrak X}_{xx} +\lambda {\mathfrak X}_{xxt}\)
• Title not available (Why is that?)
• On Hölder solutions of the integro-differential Zakai equation
• Note on Wagner-Platen's representation of solutions of a general filtering stochastic differential equation

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