An existenc theorem for a stochastic partial differential equation arising from filtering theory

zbMATH Open0557.60045MaRDI QIDQ761697FDOQ761697

Guiseppe Da Prato, Luciano Tubaro, M. Iannelli

Publication date: 1984

Published in: Rendiconti del Seminario Matematico della Università di Padova (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=RSMUP_1984__71__217_0

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zbMATH Keywords

Cauchy problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)

Cites Work

• Title not available (Why is that?)
• On the path regularity of a stochastic process in a hilbert space, defined by the ito integral
• Hölder regularity for non-autonomous abstract parabolic equations
• An existenc theorem for a stochastic partial differential equation arising from filtering theory

Cited In (3)

• Filtrage d'un système càd-làg:application du calcul des variations stochastiques à l'existence d'une densiteé
• Existence and uniqueness of solutions to a class of stochastic partial differential equations
• An existenc theorem for a stochastic partial differential equation arising from filtering theory

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