Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations
type: Item
instance of: scholarly article
title: Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations
zbMATH Open document ID: 1309.60060
author: Daniela Ijacu
author: Marinela Marinescu
published in: Applied Mathematics and Optimization
publication date: 2014-12-12T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 6379699
zbMATH Keywords: non-Markovian stochastic differential equations
zbMATH Keywords: filtering
zbMATH Keywords: nonlinear stochastic partial differential equations
zbMATH Keywords: backward parabolic equations
MaRDI profile type: Publication
full work available at URL: s00245-014-9244-6
OpenAlex ID: W2064261196
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DOI: 10.1007/S00245-014-9244-6
description: scientific article; zbMATH DE number 6379699