Stochastic partial differential equations with unbounded coefficients and applications II

DOI10.1080/17442509008833658zbMath0791.60044OpenAlexW4253087003MaRDI QIDQ4713418

István Gyöngy, Nicolai V. Krylov

Publication date: 25 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833658

zbMATH Keywords

unbounded coefficientsfiltration problemstochastic parabolic Cauchy problem

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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