Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory
type: Item
instance of: scholarly article
title: Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory
zbMATH Open document ID: 0482.93067
DOI: 10.1016/S0167-6911(81)80010-2
author: Hiroshi Kunita
published in: Systems \& Control Letters
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 3758207
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: multiple Wiener integral
MaRDI profile type: Publication
cites work: Multiple Wiener integral
cites work: ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
cites work: Q3924932
cites work: Stochastic partial differential equations and filtering of diffusion processes
cites work: ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS
full work available at URL: s0167-6911(81)80010-2
OpenAlex ID: W1985161979
description: scientific article; zbMATH DE number 3758207