Extension d'un theoreme d'unicite pour l'equation de Zakai

DOI10.1080/17442509508833973zbMath0864.60031OpenAlexW2010870538MaRDI QIDQ4890049

Luc Robbiano, Liliane Bel

Publication date: 16 October 1996

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

Full work available at URL: https://doi.org/10.1080/17442509508833973

zbMATH Keywords

weighted Sobolev spacesstochastic partial differential equationsZakai equationnonlinear filtering theory

Mathematics Subject Classification ID

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

This page was built for publication: Extension d'un theoreme d'unicite pour l'equation de Zakai