Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density (Q3935951)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density |
scientific article |
Statements
Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density (English)
0 references
1981
0 references
nonlinear filtering
0 references
Sobolev's lemma
0 references
Zakai equation
0 references