scientific article; zbMATH DE number 863590

MaRDI QIDQ4871872zbMATH OpenFDO

Authors Tran Hung Thao

Publication date 8 April 1996

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)

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• 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 \(p_0 {\mathfrak X}_{tt} = E({\mathfrak X}_ x) {\mathfrak X}_{xx} +\lambda {\mathfrak X}_{xxt}\)
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• 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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