Nonlinear Filtering of Stochastic Navier-Stokes Equation with Itô-Lévy Noise

DOI10.1080/07362994.2013.759482zbMath1311.60068MaRDI QIDQ5298844

B. P. W. Fernando, Sivaguru S. Sritharan

Publication date: 24 June 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2013.759482

zbMATH Keywords

nonlinear filtering; Zakai equation; stochastic Navier-Stokes equation; Fujisaki-Kallianpur-Kunita equation; Itō-Lévy noise

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

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