On the degenerate parabolic partial differential equations of nonlinear filtering

DOI10.1080/03605308508820390zbMath0581.35026OpenAlexW2017762848MaRDI QIDQ3704275

Guillermo Ferreyra

Publication date: 1985

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605308508820390

zbMATH Keywords

existenceuniquenessCauchy problemnonlinear filtering

Mathematics Subject Classification ID

Related Items (1)

Un théorème d'unicité pour l'equation de zakaï

Cites Work

• Fundamental solution and Cauchy problem for a parabolic system with unbounded coefficients
• Uniqueness of solutions of the Cauchy problem for parabolic equations
• Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering
• Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients
• Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
• Degenerate elliptic‐parabolic equations of second order
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