Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory
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Publication:1162983
DOI10.1016/S0167-6911(81)80010-2zbMath0482.93067OpenAlexW1985161979MaRDI QIDQ1162983
Publication date: 1981
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(81)80010-2
Filtering in stochastic control theory (93E11) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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