Densities of a measure-valued process governed by a stochastic partial differential equation
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Publication:1159651
DOI10.1016/S0167-6911(81)80044-8zbMath0474.93074WikidataQ115339573 ScholiaQ115339573MaRDI QIDQ1159651
Publication date: 1981
Published in: Systems \& Control Letters (Search for Journal in Brave)
stochastic partial differential equationhypoelliptic operatornonlinear filtersmooth densitymeasure-valued stochastic process
Filtering in stochastic control theory (93E11) Numerical computation of solutions to systems of equations (65H10) Brownian motion (60J65) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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