On Hölder solutions of the integro-differential Zakai equation

Stochastic Processes and their Applications

Volumn 119, Issue 10, 2009, Pages 3319-3355

  Mikulevicius, R ^a,b   Pragarauskas, H ^a,b  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Nonlinear filtering of jump processes; Stochastic partial integro differential equations; Zakai equation

Indexed keywords

CAUCHY PROBLEMS; CONTINUOUS OBSERVATION; EXISTENCE AND UNIQUENESS OF SOLUTION; INTEGRO-DIFFERENTIAL EQUATION; NON-LINEAR FILTERING PROBLEMS; SIGNAL PROCESS; STOCHASTIC PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS; ZAKAI EQUATION;

HOLMIUM; INTEGRODIFFERENTIAL EQUATIONS; MARKOV PROCESSES; NONLINEAR FILTERING; SIGNAL PROCESSING;

NONLINEAR EQUATIONS;

EID: 69749083917     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2009.05.008     Document Type: Article

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