Explicit Strong Solutions of SPDE's with Applications to Non-Linear Filtering

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen ; Våge, Gjermund

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URL: https://ub-madoc.bib.uni-mannheim.de/1712
URN: urn:nbn:de:bsz:180-madoc-17122
Document Type: Working paper
Year of publication: 1997
The title of a journal, publication series: None
Publication language: English
Institution: School of Business Informatics and Mathematics > Sonstige - Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik
MADOC publication series: Veröffentlichungen der Fakultät für Mathematik und Informatik > Institut für Mathematik > Mannheimer Manuskripte
Subject: 510 Mathematics
Classification: MSC: 60G60 60G35 93E11 60H15 ,
Subject headings (SWD): Stochastische partielle Differentialgleichung , Nichtlineare Filterung , Zufälliges Feld
Keywords (English): stochastic partial differential equations , nonlinear filtering , random fields
Abstract: A differential calculus for random fields is developed and combined with the S-transform to obtain an explicit strong solution of the Cauchy problem [...] (Weiter s. Original-Text)
Additional information:

Dieser Eintrag ist Teil der Universitätsbibliographie.

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

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