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Zbl 0483.60055
Pardoux, E.
Equations aux dérivées partielles associees à un problème de filtrage non linéaire. (French)
[J] Ann. Sci. Univ. Clermont II 69, Math. 19, 141-147 (1981). ISSN 0249-7042

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MSC 2000:
*60H15 Stochastic partial differential equations
93E11 Filtering in stochastic control
60G35 Appl. of stochastic processes

Citations: Zbl 0424.60067

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