An existence theorem for a stochastic partial differential equation arising from filtering theory

G. Da Prato; M. Iannelli; L. Tubaro

Rendiconti del Seminario Matematico della Università di Padova (1984)

  • Volume: 71, page 217-222
  • ISSN: 0041-8994

How to cite

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Da Prato, G., Iannelli, M., and Tubaro, L.. "An existence theorem for a stochastic partial differential equation arising from filtering theory." Rendiconti del Seminario Matematico della Università di Padova 71 (1984): 217-222. <http://eudml.org/doc/107935>.

@article{DaPrato1984,
author = {Da Prato, G., Iannelli, M., Tubaro, L.},
journal = {Rendiconti del Seminario Matematico della Università di Padova},
keywords = {Cauchy problem},
language = {eng},
pages = {217-222},
publisher = {Seminario Matematico of the University of Padua},
title = {An existence theorem for a stochastic partial differential equation arising from filtering theory},
url = {http://eudml.org/doc/107935},
volume = {71},
year = {1984},
}

TY - JOUR
AU - Da Prato, G.
AU - Iannelli, M.
AU - Tubaro, L.
TI - An existence theorem for a stochastic partial differential equation arising from filtering theory
JO - Rendiconti del Seminario Matematico della Università di Padova
PY - 1984
PB - Seminario Matematico of the University of Padua
VL - 71
SP - 217
EP - 222
LA - eng
KW - Cauchy problem
UR - http://eudml.org/doc/107935
ER -

References

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  1. [1] G. Da Prato - M. Iannelli - L. Tubaro, Some results on linear stochastic differential equations in Hilbert spaces, Stochastic, 6 (1982), pp. 105-116. Zbl0475.60041MR665246
  2. [2] G. Da Prato - M. Iannelli, L. Tubaro, On a stochastic differential equation arising from filtering theory, Libera Università degli Studi di Trento, U.T.M.68. Zbl0557.60045
  3. [3] G. Da Prato - E. Sinestrari, Hölder regularity for non autonomous abstract parabolic equations (42 (1982 pp. 1-19) « Israel Journal of Mathematics &gt;&gt;). Zbl0495.47031MR687930
  4. [4] W.H. Fleming- S.K. Mitter, (to appear in « Stochastics »). MR687046
  5. [5] T. Kato, Perturbation theory for linear operators, Springer-Verlag (1976). Zbl0148.12601MR407617

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