scientific article
From MaRDI portal
Publication:3140599
zbMath0791.60046MaRDI QIDQ3140599
Publication date: 9 December 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
semimartingalesfilter problems for diffusion processessecond order stochastic parabolic linear partial differential equation
Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (3)
A (rough) pathwise approach to a class of non-linear stochastic partial differential equations ⋮ Rough path stability of (semi-)linear SPDEs ⋮ Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
This page was built for publication: