An explicit functional process solution to a stochastic partial differential equation with applications to nonlinear filtering

DOI10.1080/17442509408833952zbMath0851.60061OpenAlexW2074567746WikidataQ115295030 ScholiaQ115295030MaRDI QIDQ4885243

Fred Espen Benth

Publication date: 15 July 1996

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

Full work available at URL: http://hdl.handle.net/10852/43332

zbMATH Keywords

stochastic partial differential equationsnonlinear filteringwhite noiseHermite transform

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

CONTINUOUS DEPENDENCE ON INITIAL DATA FOR SOLUTIONS OF NONLINEAR STOCHASTIC EVOLUTION EQUATIONS

This page was built for publication: An explicit functional process solution to a stochastic partial differential equation with applications to nonlinear filtering