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Stochastic partial differential equations connected with non-linear filtering

I. Main Lectures

Part of the Lecture Notes in Mathematics book series (LNMCIME,volume 972)

Keywords

  • Brownian Motion
  • Cauchy Problem
  • Stochastic Differential Equation
  • Stochastic Partial Differential Equation
  • Local Martingale

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Kunita, H. (1982). Stochastic partial differential equations connected with non-linear filtering. In: Mitter, S.K., Moro, A. (eds) Nonlinear Filtering and Stochastic Control. Lecture Notes in Mathematics, vol 972. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064861

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  • DOI: https://doi.org/10.1007/BFb0064861

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