Filtering and controal of stochastic differential equations with unbounded coefficients

DOI10.1080/07362998608809087zbMath0597.60036OpenAlexW2061835357MaRDI QIDQ3730729

Akira Ichikawa

Publication date: 1986

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998608809087

zbMATH Keywords

separation principlestochastic evolution equationfiltering and quadratic control problemsparabolic equation with boundarypointwise control and noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

Quadratic control for linear periodic systems ⋮ The Nehari problem for infinite-dimensional linear systems of parabolic type ⋮ An identification problem for partially observed infinite dimensional linear stochastic systems

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