Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations (Q480995)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations |
scientific article; zbMATH DE number 6379699
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations |
scientific article; zbMATH DE number 6379699 |
Statements
Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations (English)
0 references
12 December 2014
0 references
non-Markovian stochastic differential equations
0 references
filtering
0 references
nonlinear stochastic partial differential equations
0 references
backward parabolic equations
0 references
0 references