Numerical solutions for a class of SPDEs over bounded domains

DOI10.1051/proc:071916zbMath1255.60105OpenAlexW2071044179MaRDI QIDQ5427545

Jie Xiong, Dan Crisan

Publication date: 20 November 2007

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc:071916

zbMATH Keywords

nonlinear filteringstochastic partial differential equationparticle system approximationKushner-FKK equationdiffusion with reflecting boundary

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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