An existenc theorem for a stochastic partial differential equation arising from filtering theory

zbMath0557.60045MaRDI QIDQ761697

Giuseppe Da Prato, Luciano Tubaro, Mimmo Iannelli

Publication date: 1984

Published in: Rendiconti del Seminario Matematico della Università di Padova (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=RSMUP_1984__71__217_0

zbMATH Keywords

Cauchy problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Existence and uniqueness of solutions to a class of stochastic partial differential equations ⋮ An existenc theorem for a stochastic partial differential equation arising from filtering theory

Cites Work

• Unnamed Item
• An existenc theorem for a stochastic partial differential equation arising from filtering theory
• Hölder regularity for non-autonomous abstract parabolic equations
• On the path regularity of a stochastic process in a hilbert space, defined by the ito integral

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