Densities of a measure-valued process governed by a stochastic partial differential equation

DOI10.1016/S0167-6911(81)80044-8zbMath0474.93074WikidataQ115339573 ScholiaQ115339573MaRDI QIDQ1159651

Hiroshi Kunita

Publication date: 1981

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equationhypoelliptic operatornonlinear filtersmooth densitymeasure-valued stochastic process

Mathematics Subject Classification ID

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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Cites Work

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