Stochastic partial differential equations connected with non-linear filtering

Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic Control ◽

10.1007/bfb0064861 ◽

1982 ◽

pp. 100-169 ◽

Cited By ~ 31

Author(s):

Hiroshi Kunita

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Linear Filtering ◽

Partial Differential ◽

Non Linear

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Backward and forward stochastic partial differential equations associated with a non linear filtering problem

10.1109/cdc.1979.270155 ◽

1979 ◽

Cited By ~ 6

Author(s):

Etienne Pardoux

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Linear Filtering ◽

Partial Differential ◽

Non Linear ◽

Filtering Problem

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Smooth solutions of non-linear stochastic partial differential equations driven by multiplicative noises

Science China Mathematics ◽

10.1007/s11425-010-4058-8 ◽

2010 ◽

Vol 53 (11) ◽

pp. 2949-2972 ◽

Cited By ~ 5

Author(s):

XiCheng Zhang

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Smooth Solutions ◽

Partial Differential ◽

Multiplicative Noises ◽

Non Linear

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Non-linear Stochastic Partial Differential Equations

Encyclopedia of Complexity and Systems Science ◽

10.1007/978-0-387-30440-3_367 ◽

2009 ◽

pp. 6228-6239

Author(s):

Giuseppe Da Prato

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Partial Differential ◽

Non Linear

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Non-linear Stochastic Partial Differential Equations

Mathematics of Complexity and Dynamical Systems ◽

10.1007/978-1-4614-1806-1_68 ◽

2012 ◽

pp. 1126-1136

Author(s):

Giuseppe Da Prato

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Partial Differential ◽

Non Linear

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Non-linear Stochastic Partial Differential Equations

10.1007/springerreference_60539 ◽

2011 ◽

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Partial Differential ◽

Non Linear

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On the pathwise exponential stability of non–linear stochastic partial differential equations

Stochastic Analysis and Applications ◽

10.1080/07362999408809370 ◽

1994 ◽

Vol 12 (5) ◽

pp. 517-525 ◽

Cited By ~ 13

Author(s):

Tomás Caraballo ◽

José Real

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Exponential Stability ◽

Stochastic Partial Differential Equations ◽

Partial Differential ◽

Non Linear

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Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps

Stochastic Analysis and Applications ◽

10.1080/07362994.2015.1036166 ◽

2015 ◽

Vol 33 (4) ◽

pp. 673-700

Author(s):

Olivier Menoukeu-Pamen

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Linear Time ◽

Partial Differential ◽

Non Linear

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A (rough) pathwise approach to a class of non-linear stochastic partial differential equations

Annales de l Institut Henri Poincaré C Analyse non linéaire ◽

10.1016/j.anihpc.2010.11.002 ◽

2011 ◽

Vol 28 (1) ◽

pp. 27-46 ◽

Cited By ~ 34

Author(s):

Michael Caruana ◽

Peter K. Friz ◽

Harald Oberhauser

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Partial Differential ◽

Non Linear ◽

Pathwise Approach

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Discrete sample estimation for gaussian random fields generated by stochastic partial differential equations

Communication in Statistics- Theory and Methods ◽

10.1080/03610929808828954 ◽

1998 ◽

Vol 14 (4) ◽

pp. 883-903

Author(s):

Jaroslav Mohapl

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Random Fields ◽

Stochastic Partial Differential Equations ◽

Gaussian Random Fields ◽

Partial Differential ◽

Discrete Sample

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Fitting Stochastic Partial Differential Equations to Spatial Data

10.21236/ada279870 ◽

1993 ◽

Author(s):

Richard H. Jones

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Spatial Data ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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