Stochastic partial differential equations on manifolds. II: Nonlinear filtering

DOI10.1023/A:1017954105866MaRDI QIDQ679209zbMATH OpenOpenAlexFDO

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

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)

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(16)

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• Methods of ellipsoidal filtration in nonlinear stochastic systems on manifolds
• Well-posedness of stochastic continuity equations on Riemannian 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
• scientific article; zbMATH DE number 3953917 (Why is no real title available?)
• On filtering with observation in a manifold: reduction to a classical filtering problem

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