Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach
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Publication:6668707
DOI10.1080/07362994.2024.2408250MaRDI QIDQ6668707
Publication date: 22 January 2025
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Viscosity solutions to PDEs (35D40) Comparison principles in context of PDEs (35B51)
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