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

Explicit Strong Solutions of SPDE’s with Applications to Non-Linear Filtering A differential calculus for random fields is developed and combined with the S-transform to obtain an explicit strong solution of the Cauchy problem http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Applicandae Mathematicae Springer Journals

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

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References (22)

Publisher
Springer Journals
Copyright
Copyright © 1998 by Kluwer Academic Publishers
Subject
Mathematics; Mathematics, general; Computer Science, general; Theoretical, Mathematical and Computational Physics; Complex Systems; Classical Mechanics
ISSN
0167-8019
eISSN
1572-9036
DOI
10.1023/A:1005945915199
Publisher site
See Article on Publisher Site

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

Journal

Acta Applicandae MathematicaeSpringer Journals

Published: Oct 2, 2004

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