On a general class of stochastic partial differential equations
type: Item
instance of: scholarly article
title: On a general class of stochastic partial differential equations
zbMATH Open document ID: 0668.60053
DOI: 10.1007/BF01543101
published in: Stochastic Hydrology and Hydraulics
publication date: 1987-01-01T00:00:00Z
review text: This paper concerns a general class of stochastic partial differential equations containing as a particular case Zakai's equation of nonlinear filtering. Existence and uniqueness is obtained by a straighforward fixed point argument.
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 4094516
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: stochastic partial differential equations
zbMATH Keywords: Zakai's equation
zbMATH Keywords: fixed point argument
author: Alain Bensoussan
MaRDI profile type: Publication
cites work: Stochastic maximum principle for distributed parameter systems
cites work: Equations aux dérivées partielles stochastiques non linéaires. I
cites work: Stochastic partial differential equations and filtering of diffusion processes
full work available at URL: https://doi.org/10.1007/bf01543101
OpenAlex ID: W2039461705
description: scientific article; zbMATH DE number 4094516