Taniguchi, Takeshi The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps. (English) Zbl 1219.60064 Stochastics 82, No. 4-6, 339-363 (2010). Reviewer: Rainer Buckdahn (Brest) MSC: 60H15 60H20 PDFBibTeX XMLCite \textit{T. Taniguchi}, Stochastics 82, No. 4--6, 339--363 (2010; Zbl 1219.60064) Full Text: DOI
Ocone, Daniel L. Stochastic calculus of variations for stochastic partial differential equations. (English) Zbl 0653.60046 J. Funct. Anal. 79, No. 2, 288-331 (1988). Reviewer: P.Kröger MSC: 60H07 60H15 60G35 PDFBibTeX XMLCite \textit{D. L. Ocone}, J. Funct. Anal. 79, No. 2, 288--331 (1988; Zbl 0653.60046) Full Text: DOI
Rozovskij, B. L. Filtering, smoothing and prediction of degenerate diffusion processes. Backward equations. (English) Zbl 0544.60049 Theory Probab. Appl. 28, 762-774 (1984). MSC: 60G35 60H05 93E11 PDFBibTeX XMLCite \textit{B. L. Rozovskij}, Theory Probab. Appl. 28, 762--774 (1984; Zbl 0544.60049) Full Text: DOI
Rozovskij, B. I. Filtering, smoothing and prediction of degenerate diffusion processes. Backward equations. (Russian) Zbl 0525.60051 Teor. Veroyatn. Primen. 28, No. 4, 725-737 (1983). MSC: 60G35 60H05 93E11 PDFBibTeX XMLCite \textit{B. I. Rozovskij}, Teor. Veroyatn. Primen. 28, No. 4, 725--737 (1983; Zbl 0525.60051)
Da Prato, G. Regularity results of a convolution stochastic integral and applications to parabolic stochastic equations in a Hilbert space. (English) Zbl 0519.60062 Conf. Semin. Mat. Univ. Bari 182, 18 p. (1982). MSC: 60H15 47D03 PDFBibTeX XML
Michel, Dominique Regularity of conditional laws in non-linear filtering theory and stochastic calculus of variations. (English) Zbl 0493.93051 Stochastic systems: the mathematics of filtering and identification and applications, Proc. NATO Adv. Study Inst., Les Arcs/Savoie/ France 1980, 621-628 (1981). MSC: 93E11 60H15 49J55 60J60 PDFBibTeX XML
Pardoux, E. Equations aux dérivées partielles associees à un problème de filtrage non linéaire. (French) Zbl 0483.60055 Ann. Sci. Univ. Clermont II 69, Math. 19, 141-147 (1981). MSC: 60H15 93E11 60G35 PDFBibTeX XMLCite \textit{E. Pardoux}, Ann. Sci. Univ. Clermont-Ferrand II, Math. 69(19), 141--147 (1981; Zbl 0483.60055) Full Text: Numdam EuDML
Gyoengy, I.; Krylov, N. V. Ito formula in Banach spaces. (English) Zbl 0479.60059 Stochastic differential systems, Proc. 3rd IFIP-WG 7/1 Work. Conf., Visegrad/Hung. 1980, Lect. Notes Contr. Inf. Sci. 36, 69-73 (1981). MSC: 60H05 60H15 PDFBibTeX XML
Bouc, R.; Pardoux, E. Moments of semilinear random evolutions. (English) Zbl 0469.60060 SIAM J. Appl. Math. 41, 370-399 (1981). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{R. Bouc} and \textit{E. Pardoux}, SIAM J. Appl. Math. 41, 370--399 (1981; Zbl 0469.60060) Full Text: DOI