The filtering problem in duals of nuclear Frechet spaces

DOI10.12988/IMF.2007.07067zbMath1156.60313OpenAlexW2485101064MaRDI QIDQ3598814

Deng Ding

Publication date: 3 February 2009

Published in: International Mathematical Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.12988/imf.2007.07067

zbMATH Keywords

diffusionsinnovation processstochastic evolution equationnuclear spacefiltering problemfiltering equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

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