Semi-linear stochastic models: Computation of moments and conditional moments

DOI10.1007/BF02459590zbMath0516.93045OpenAlexW4250456729MaRDI QIDQ1052987

Etienne Pardoux

Publication date: 1983

Published in: Bulletin of Mathematical Biology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02459590

zbMATH Keywords

conditional momentscomputation of momentssemi-linear stochastic models

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) General theory of stochastic processes (60G07) Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Realizations from input-output data (93B15)

Cites Work

• Moments of Semilinear Random Evolutions
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