Numerical solutions for a class of SPDEs over bounded domains
DOI10.1051/proc:071916zbMath1255.60105MaRDI QIDQ5427545
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
nonlinear filtering; stochastic partial differential equation; particle system approximation; Kushner-FKK equation; diffusion with reflecting boundary
93E11: Filtering in stochastic control theory
60K35: Interacting random processes; statistical mechanics type models; percolation theory
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
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