Stochastic partial differential equations on manifolds. II: Nonlinear filtering

DOI10.1023/A:1017954105866zbMATH Open0873.60042OpenAlexW157326817MaRDI QIDQ679209FDOQ679209

Authors: István Gyöngy 

Publication date: 22 April 1997

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017954105866

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zbMATH Keywords

stochastic partial differential equationsnonlinear filteringconditional law of an unobservable component

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inverse problems for PDEs (35R30)

Cited In (16)

• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
• Title not available (Why is that?)
• Title not available (Why is that?)
• Well-posedness of stochastic continuity equations on Riemannian manifolds
• Methods of ellipsoidal filtration in nonlinear stochastic systems on manifolds
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• Space-differential filtration of Markov processes on one-dimensional stochastic manifolds
• Renormalization of stochastic continuity equations on Riemannian manifolds
• On divergence form second-order PDEs with growing coefficients in \(W^{1}_{p}\) spaces without weights
• Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights
• Stochastic PDE Projection on Manifolds: Assumed-Density and Galerkin Filters
• Lagrangian averaged stochastic advection by Lie transport for fluids
• On the peaks of a stochastic heat equation on a sphere with a large radius
• The Geometry of Filtering
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• On filtering with observation in a manifold: reduction to a classical filtering problem

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