On a general class of stochastic partial differential equations

DOI10.1007/BF01543101zbMath0668.60053OpenAlexW2039461705MaRDI QIDQ1118256

Alain Bensoussan

Publication date: 1987

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01543101

zbMATH Keywords

stochastic partial differential equationsnonlinear filteringfixed point argumentZakai's equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (2)

Splitting-up spectral method for nonlinear filtering problems with correlation noises ⋮ Consistency property of extended least-squares parameter estimation for stochastic diffusion equation

Cites Work

• Stochastic maximum principle for distributed parameter systems
• Equations aux dérivées partielles stochastiques non linéaires. I
• Stochastic partial differential equations and filtering of diffusion processes

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