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

zbMath0557.60045MaRDI QIDQ761697

Mimmo Iannelli, Luciano Tubaro, Giuseppe Da Prato

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

zbMATH Keywords

Cauchy problem

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60H15: Stochastic partial differential equations (aspects of stochastic analysis)