Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density-Reference-Cited by-同舟云学术

Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density

Published:1981-12 Issue: Volume:84 Page:195-208
ISSN:0027-7630
Container-title:Nagoya Mathematical Journal
language:en
Short-container-title:Nagoya Mathematical Journal

Author:

Rozovskii B. L.,Shimizu A.

Abstract

In this paper, we shall discuss the smoothness of solutions of stochastic evolution equations, which has been investigated in N. V. Krylov and B. L. Rozovskii [2] [3], to establish the existence of a filtering transition density.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference9 articles.

1. Ito’s equations in Banach spaces and strongly parabolic stochastic partial differential equations;Krylov;Doklady Akad. Nauk,1979

2. Stochastic differential equations for the non-linear filtering problem;Fujisaki;Osaka J. Math.,1972

3. On conditional distributions of diffusion processes;Krylov;Izv. Akad. Nauk SSSR, Ser. Mat.,1978

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