Un théorème d'unicité pour l'equation de zakaï-Reference-Cited by-同舟云学术

Un théorème d'unicité pour l'equation de zakaï

Published:1990-01 Issue:1 Volume:29 Page:1-12
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Chaleyat-Maurel M.¹,Michel D.²,Pardoux E.³

Affiliation:

1. a Laboratoire de Probability , Université P. et M. Curie , 4, place Jussieu, Paris Cedex, Tour, F 75252

2. b Laboratoire de Statistique et ProbabilitesU.A , Universite Paul Sabatier , 118, route de Narbonne, Toulouse Cedex, F, 31062

3. c MathematiquesU.A. 225 , Universite de Provence , Marseille Cedex, F, 13331

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442509008833605

Reference18 articles.

1. Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients

2. Vespri , V. 1985. “Existence and uniqueness of solutions to a class of stochastic partial differential equations”. 8–21. A.N: Publicazione Scientifica a euro dell' Accademio Navale.

3. Hypoellipticity theorems and conditional laws

4. On the degenerate parabolic partial differential equations of nonlinear filtering

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