Stochastic partial differential equations and diffusion processes
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Publication:3667716
DOI10.1070/RM1982v037n06ABEH004022zbMath0518.60072OpenAlexW2022192822MaRDI QIDQ3667716
Nicolai V. Krylov, Boris L. Rosovskii
Publication date: 1982
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm1982v037n06abeh004022
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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