Baccouch, Mahboub; Temimi, Helmi; Ben-Romdhane, Mohamed A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics. (English) Zbl 07305222 J. Comput. Appl. Math. 388, Article ID 113297, 25 p. (2021). MSC: 65C20 65C30 65L20 65L60 60H10 60H20 60H35 PDF BibTeX XML Cite \textit{M. Baccouch} et al., J. Comput. Appl. Math. 388, Article ID 113297, 25 p. (2021; Zbl 07305222) Full Text: DOI
Ma, Dandan; Shu, Ji; Qin, Ling Wong-Zakai approximations and asymptotic behavior of stochastic Ginzburg-Landau equations. (English) Zbl 07272962 Discrete Contin. Dyn. Syst., Ser. B 25, No. 11, 4335-4359 (2020). Reviewer: Ayman Kachmar (Nabaṭiyya) MSC: 37L55 37L30 60H15 35Q56 60J65 PDF BibTeX XML Cite \textit{D. Ma} et al., Discrete Contin. Dyn. Syst., Ser. B 25, No. 11, 4335--4359 (2020; Zbl 07272962) Full Text: DOI
Keller-Ressel, Martin; Müller, Marvin S. Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems. (English) Zbl 07244455 J. Evol. Equ. 20, No. 3, 869-929 (2020). MSC: 60H15 35R60 PDF BibTeX XML Cite \textit{M. Keller-Ressel} and \textit{M. S. Müller}, J. Evol. Equ. 20, No. 3, 869--929 (2020; Zbl 07244455) Full Text: DOI
Gonon, Lukas; Teichmann, Josef Linearized filtering of affine processes using stochastic Riccati equations. (English) Zbl 1441.60032 Stochastic Processes Appl. 130, No. 1, 394-430 (2020). MSC: 60G35 62M20 PDF BibTeX XML Cite \textit{L. Gonon} and \textit{J. Teichmann}, Stochastic Processes Appl. 130, No. 1, 394--430 (2020; Zbl 1441.60032) Full Text: DOI arXiv
Friz, Peter K.; Nilssen, Torstein; Stannat, Wilhelm Existence, uniqueness and stability of semi-linear rough partial differential equations. (English) Zbl 07143190 J. Differ. Equations 268, No. 4, 1686-1721 (2020). MSC: 60L50 PDF BibTeX XML Cite \textit{P. K. Friz} et al., J. Differ. Equations 268, No. 4, 1686--1721 (2020; Zbl 07143190) Full Text: DOI
Kosenkova, Tetyana; Kulik, Alexei; Pavlyukevich, Ilya First order convergence of weak Wong-Zakai approximations of Levy-driven Marcus SDEs. (English) Zbl 1449.65006 Theory Stoch. Process. 24, No. 2, 32-60 (2019). MSC: 65C30 60H10 60G51 60H35 PDF BibTeX XML Cite \textit{T. Kosenkova} et al., Theory Stoch. Process. 24, No. 2, 32--60 (2019; Zbl 1449.65006) Full Text: Link
Liu, Zhihui; Qiao, Zhonghua Wong-Zakai approximations of stochastic Allen-Cahn equation. (English) Zbl 1431.60067 Int. J. Numer. Anal. Model. 16, No. 5, 681-694 (2019). MSC: 60H35 60H15 65M75 65M12 65M15 PDF BibTeX XML Cite \textit{Z. Liu} and \textit{Z. Qiao}, Int. J. Numer. Anal. Model. 16, No. 5, 681--694 (2019; Zbl 1431.60067) Full Text: Link
Dai, Xinjie; Xiao, Aiguo Numerical solutions of nonautonomous stochastic delay differential equations by discontinuous Galerkin methods. (English) Zbl 1449.65005 J. Comput. Math. 37, No. 3, 419-436 (2019). MSC: 65C30 65L60 65L20 34K50 PDF BibTeX XML Cite \textit{X. Dai} and \textit{A. Xiao}, J. Comput. Math. 37, No. 3, 419--436 (2019; Zbl 1449.65005) Full Text: DOI
Lu, Kening; Wang, Bixiang Wong-Zakai approximations and long term behavior of stochastic partial differential equations. (English) Zbl 1419.35261 J. Dyn. Differ. Equations 31, No. 3, 1341-1371 (2019). MSC: 35R60 35B40 35B41 37L30 PDF BibTeX XML Cite \textit{K. Lu} and \textit{B. Wang}, J. Dyn. Differ. Equations 31, No. 3, 1341--1371 (2019; Zbl 1419.35261) Full Text: DOI
Zhang, Yanjie; Ren, Jian Data assimilation for a multiscale stochastic dynamical system with Gaussian noise. (English) Zbl 1433.60045 Stoch. Dyn. 19, No. 3, Article ID 1950019, 11 p. (2019). MSC: 60H10 60G35 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{J. Ren}, Stoch. Dyn. 19, No. 3, Article ID 1950019, 11 p. (2019; Zbl 1433.60045) Full Text: DOI
Shen, Jun; Zhao, Junyilang; Lu, Kening; Wang, Bixiang The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations. (English) Zbl 1418.60086 J. Differ. Equations 266, No. 8, 4568-4623 (2019). MSC: 60H15 37H10 37L55 37D10 PDF BibTeX XML Cite \textit{J. Shen} et al., J. Differ. Equations 266, No. 8, 4568--4623 (2019; Zbl 1418.60086) Full Text: DOI
Hartmann, Lena-Susanne; Pavlyukevich, Ilya Advection-diffusion equation on a half-line with boundary Lévy noise. (English) Zbl 1404.35494 Discrete Contin. Dyn. Syst., Ser. B 24, No. 2, 637-655 (2019). MSC: 35R60 35K10 60H15 60F17 60G51 86A05 PDF BibTeX XML Cite \textit{L.-S. Hartmann} and \textit{I. Pavlyukevich}, Discrete Contin. Dyn. Syst., Ser. B 24, No. 2, 637--655 (2019; Zbl 1404.35494) Full Text: DOI
Gu, Anhui; Lu, Kening; Wang, Bixiang Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations. (English) Zbl 1408.35123 Discrete Contin. Dyn. Syst. 39, No. 1, 185-218 (2019). MSC: 35Q30 35B40 35B41 37L30 35R60 76D05 PDF BibTeX XML Cite \textit{A. Gu} et al., Discrete Contin. Dyn. Syst. 39, No. 1, 185--218 (2019; Zbl 1408.35123) Full Text: DOI
Qiao, Huijie Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise. (English) Zbl 1441.60033 Adv. Appl. Probab. 50, No. 2, 396-413 (2018). MSC: 60G35 60G51 60H10 PDF BibTeX XML Cite \textit{H. Qiao}, Adv. Appl. Probab. 50, No. 2, 396--413 (2018; Zbl 1441.60033) Full Text: DOI
Nakayama, Toshiyuki; Tappe, Stefan Wong-Zakai approximations with convergence rate for stochastic partial differential equations. (English) Zbl 1407.60088 Stochastic Anal. Appl. 36, No. 5, 832-857 (2018). MSC: 60H15 60G17 PDF BibTeX XML Cite \textit{T. Nakayama} and \textit{S. Tappe}, Stochastic Anal. Appl. 36, No. 5, 832--857 (2018; Zbl 1407.60088) Full Text: DOI arXiv
Denis, Clément; Funaki, Tadahisa; Yokoyama, Satoshi Curvature motion perturbed by a direction-dependent colored noise. (English) Zbl 1405.60090 Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 177-200 (2018). MSC: 60H15 35K93 PDF BibTeX XML Cite \textit{C. Denis} et al., in: Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10--14, 2016. Cham: Springer. 177--200 (2018; Zbl 1405.60090) Full Text: DOI
Socgnia, Virginie Konlack; Pamen, Olivier Menoukeu A maximum principle for controlled stochastic factor model. (English) Zbl 1401.93231 ESAIM, Control Optim. Calc. Var. 24, No. 2, 495-517 (2018). MSC: 93E20 60H15 93C20 91G10 49K45 PDF BibTeX XML Cite \textit{V. K. Socgnia} and \textit{O. M. Pamen}, ESAIM, Control Optim. Calc. Var. 24, No. 2, 495--517 (2018; Zbl 1401.93231) Full Text: DOI
Reisinger, Christoph; Wang, Zhenru Analysis of multi-index Monte Carlo estimators for a Zakai SPDE. (English) Zbl 1413.65010 J. Comput. Math. 36, No. 2, 202-236 (2018). MSC: 65C30 65C05 60H15 35R60 PDF BibTeX XML Cite \textit{C. Reisinger} and \textit{Z. Wang}, J. Comput. Math. 36, No. 2, 202--236 (2018; Zbl 1413.65010) Full Text: DOI
Umarov, Sabir; Daum, Fred; Nelson, Kenric Fractional generalizations of Zakai equation and some solution methods. (English) Zbl 1401.60070 Fract. Calc. Appl. Anal. 21, No. 2, 336-353 (2018). MSC: 60G35 35R11 93E10 60G05 35Q84 PDF BibTeX XML Cite \textit{S. Umarov} et al., Fract. Calc. Appl. Anal. 21, No. 2, 336--353 (2018; Zbl 1401.60070) Full Text: DOI
Shi, Ji; Yang, Zhiyu; Yau, Stephen S. -t. Direct method for Yau filtering system with nonlinear observations. (English) Zbl 1396.93121 Int. J. Control 91, No. 3, 678-687 (2018). MSC: 93E11 93E10 93C10 93C15 93B40 93-04 PDF BibTeX XML Cite \textit{J. Shi} et al., Int. J. Control 91, No. 3, 678--687 (2018; Zbl 1396.93121) Full Text: DOI
Aida, Shigeki; Kikuchi, Takanori; Kusuoka, Seiichiro The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition. (English) Zbl 1394.60057 Tohoku Math. J. (2) 70, No. 1, 65-95 (2018). MSC: 60H10 65C30 PDF BibTeX XML Cite \textit{S. Aida} et al., Tohoku Math. J. (2) 70, No. 1, 65--95 (2018; Zbl 1394.60057) Full Text: DOI
Wang, Xiaohu; Lu, Kening; Wang, Bixiang Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains. (English) Zbl 1379.60074 J. Differ. Equations 264, No. 1, 378-424 (2018). Reviewer: Anhui Gu (Socorro) MSC: 60H15 35B40 PDF BibTeX XML Cite \textit{X. Wang} et al., J. Differ. Equations 264, No. 1, 378--424 (2018; Zbl 1379.60074) Full Text: DOI
Guo, Zhongkai; Yan, Xingjie; Wang, Weifeng; Liu, Xianming Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching. (English) Zbl 1386.37049 J. Math. Anal. Appl. 457, No. 1, 214-232 (2018). MSC: 37H10 60H15 35R60 PDF BibTeX XML Cite \textit{Z. Guo} et al., J. Math. Anal. Appl. 457, No. 1, 214--232 (2018; Zbl 1386.37049) Full Text: DOI
Averina, Tatyana A.; Rybakov, Konstantin A. Statistical prediction algorithms for nonlinear stochastic jump-diffusion systems. (Russian. English summary) Zbl 06892595 Differ. Uravn. Protsessy Upr. 2017, No. 2, 130-152 (2017). MSC: 65 93 PDF BibTeX XML Cite \textit{T. A. Averina} and \textit{K. A. Rybakov}, Differ. Uravn. Protsessy Upr. 2017, No. 2, 130--152 (2017; Zbl 06892595) Full Text: Link
Diehl, Joscha; Friz, Peter K.; Stannat, Wilhelm Stochastic partial differential equations: a rough paths view on weak solutions via Feynman-Kac. (English. French summary) Zbl 1392.35335 Ann. Fac. Sci. Toulouse, Math. (6) 26, No. 4, 911-947 (2017). Reviewer: Martin Ondreját (Praha) MSC: 35R60 60H15 35D30 35D35 60G17 PDF BibTeX XML Cite \textit{J. Diehl} et al., Ann. Fac. Sci. Toulouse, Math. (6) 26, No. 4, 911--947 (2017; Zbl 1392.35335) Full Text: DOI
Yan, Xuntian; Liu, Xianming; Yang, Meihua Random attractors of stochastic partial differential equations: a smooth approximation approach. (English) Zbl 1383.37065 Stochastic Anal. Appl. 35, No. 6, 1007-1029 (2017). MSC: 37L55 35R60 35K91 60H15 PDF BibTeX XML Cite \textit{X. Yan} et al., Stochastic Anal. Appl. 35, No. 6, 1007--1029 (2017; Zbl 1383.37065) Full Text: DOI
Cao, Yanzhao; Hong, Jialin; Liu, Zhihui Approximating stochastic evolution equations with additive white and rough noises. (English) Zbl 1373.60124 SIAM J. Numer. Anal. 55, No. 4, 1958-1981 (2017). Reviewer: Martin Ondreját (Praha) MSC: 60H35 60H15 65M60 60G22 PDF BibTeX XML Cite \textit{Y. Cao} et al., SIAM J. Numer. Anal. 55, No. 4, 1958--1981 (2017; Zbl 1373.60124) Full Text: DOI arXiv
Averina, T. A.; Rybakov, K. A. Solving approximately a prediction problem for stochastic jump-diffusion systems. (Russian, English) Zbl 1374.93321 Sib. Zh. Vychisl. Mat. 20, No. 1, 1-13 (2017); translation in Numer. Analysis Appl. 10, No. 1, 1-10 (2017). MSC: 93E03 93E25 93E11 93E10 60H10 PDF BibTeX XML Cite \textit{T. A. Averina} and \textit{K. A. Rybakov}, Sib. Zh. Vychisl. Mat. 20, No. 1, 1--13 (2017; Zbl 1374.93321); translation in Numer. Analysis Appl. 10, No. 1, 1--10 (2017) Full Text: DOI
Şen, Nevroz; Caines, Peter E. Nonlinear filtering theory for McKean-Vlasov type stochastic differential equations. (English) Zbl 1355.60085 SIAM J. Control Optim. 54, No. 1, 153-174 (2016). MSC: 60H15 60G35 93E11 35Q83 35Q84 PDF BibTeX XML Cite \textit{N. Şen} and \textit{P. E. Caines}, SIAM J. Control Optim. 54, No. 1, 153--174 (2016; Zbl 1355.60085) Full Text: DOI
Naganuma, Nobuaki Exact convergence rate of the Wong-Zakai approximation to RDEs driven by Gaussian rough paths. (English) Zbl 1352.60100 Stochastics 88, No. 7, 1041-1059 (2016). MSC: 60H35 60H10 60G15 60G22 65C30 PDF BibTeX XML Cite \textit{N. Naganuma}, Stochastics 88, No. 7, 1041--1059 (2016; Zbl 1352.60100) Full Text: DOI
Gao, Ting; Duan, Jinqiao; Kan, Xingye; Cheng, Zhuan Dynamical inference for transitions in stochastic systems with \(\alpha\)-stable Lévy noise. (English) Zbl 1346.82025 J. Phys. A, Math. Theor. 49, No. 29, Article ID 294002, 12 p. (2016). MSC: 82C31 PDF BibTeX XML Cite \textit{T. Gao} et al., J. Phys. A, Math. Theor. 49, No. 29, Article ID 294002, 12 p. (2016; Zbl 1346.82025) Full Text: DOI arXiv
Baccouch, Mahboub; Johnson, Bryan A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations. (English) Zbl 1345.60066 J. Comput. Appl. Math. 308, 138-165 (2016). MSC: 60H35 60H10 65C30 65C20 65L20 65L60 PDF BibTeX XML Cite \textit{M. Baccouch} and \textit{B. Johnson}, J. Comput. Appl. Math. 308, 138--165 (2016; Zbl 1345.60066) Full Text: DOI
Karatzas, Ioannis; Ruf, Johannes Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions. (English. French summary) Zbl 1346.45010 Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 2, 915-938 (2016). Reviewer: Anna Karczewska (Zielona Gora) MSC: 45R05 60H20 PDF BibTeX XML Cite \textit{I. Karatzas} and \textit{J. Ruf}, Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 2, 915--938 (2016; Zbl 1346.45010) Full Text: DOI Euclid arXiv
Bao, Feng; Cao, Yanzhao; Zhao, Weidong A first order semi-discrete algorithm for backward doubly stochastic differential equations. (English) Zbl 1382.60091 Discrete Contin. Dyn. Syst., Ser. B 20, No. 5, 1297-1313 (2015). MSC: 60H35 60H10 60H15 PDF BibTeX XML Cite \textit{F. Bao} et al., Discrete Contin. Dyn. Syst., Ser. B 20, No. 5, 1297--1313 (2015; Zbl 1382.60091) Full Text: DOI
Chiou, Wen-Lin; Lin, Shaopu; Yau, Stephen S.-T. Some finite dimensional filters derived from the structure theorem for five-dimensional estimation algebras. (English) Zbl 1332.60058 Asian J. Math. 19, No. 5, 793-809 (2015). MSC: 60G35 60H10 93E11 17B30 35J15 58D25 PDF BibTeX XML Cite \textit{W.-L. Chiou} et al., Asian J. Math. 19, No. 5, 793--809 (2015; Zbl 1332.60058) Full Text: DOI
Qiao, Huijie; Duan, Jinqiao Nonlinear filtering of stochastic dynamical systems with Lévy noises. (English) Zbl 1326.60086 Adv. Appl. Probab. 47, No. 3, 902-918 (2015). MSC: 60H10 60G35 60H15 60G51 60G52 PDF BibTeX XML Cite \textit{H. Qiao} and \textit{J. Duan}, Adv. Appl. Probab. 47, No. 3, 902--918 (2015; Zbl 1326.60086) Full Text: DOI
Crisan, D.; Li, K. Generalised particle filters with Gaussian mixtures. (English) Zbl 1327.60096 Stochastic Processes Appl. 125, No. 7, 2643-2673 (2015). MSC: 60G35 60F25 60H35 60H15 60G57 93E11 PDF BibTeX XML Cite \textit{D. Crisan} and \textit{K. Li}, Stochastic Processes Appl. 125, No. 7, 2643--2673 (2015; Zbl 1327.60096) Full Text: DOI
Papanicolaou, Andrew; Spiliopoulos, Konstantinos Filtering the maximum likelihood for multiscale problems. (English) Zbl 1311.93079 Multiscale Model. Simul. 12, No. 3, 1193-1229 (2014). MSC: 93E10 93E11 93C70 76R50 93B60 PDF BibTeX XML Cite \textit{A. Papanicolaou} and \textit{K. Spiliopoulos}, Multiscale Model. Simul. 12, No. 3, 1193--1229 (2014; Zbl 1311.93079) Full Text: DOI arXiv
Luo, Xue On recent advance of nonlinear filtering theory: emphases on global approaches. (English) Zbl 1317.60045 Pure Appl. Math. Q. 10, No. 4, 685-721 (2014). MSC: 60G35 62M20 62-02 PDF BibTeX XML Cite \textit{X. Luo}, Pure Appl. Math. Q. 10, No. 4, 685--721 (2014; Zbl 1317.60045) Full Text: DOI
Umarov, Sabir; Daum, Frederick; Nelson, Kenric Fractional generalizations of filtering problems and their associated fractional Zakai equations. (English) Zbl 1306.60081 Fract. Calc. Appl. Anal. 17, No. 3, 745-764 (2014). MSC: 60H10 60G51 60H05 35S10 26A33 PDF BibTeX XML Cite \textit{S. Umarov} et al., Fract. Calc. Appl. Anal. 17, No. 3, 745--764 (2014; Zbl 1306.60081) Full Text: DOI arXiv
Bao, Feng; Cao, Yanzhao; Webster, Clayton; Zhang, Guannan A hybrid sparse-grid approach for nonlinear filtering problems based on adaptive-domain of the Zakai equation approximations. (English) Zbl 1343.60041 SIAM/ASA J. Uncertain. Quantif. 2, 784-804 (2014). MSC: 60G35 60H35 60H15 65C30 93E11 PDF BibTeX XML Cite \textit{F. Bao} et al., SIAM/ASA J. Uncertain. Quantif. 2, 784--804 (2014; Zbl 1343.60041) Full Text: DOI
Gess, Benjamin Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise. (English) Zbl 1385.37082 Ann. Probab. 42, No. 2, 818-864 (2014). MSC: 37L55 35R60 60H10 60H15 76S05 37L30 PDF BibTeX XML Cite \textit{B. Gess}, Ann. Probab. 42, No. 2, 818--864 (2014; Zbl 1385.37082) Full Text: DOI Euclid arXiv
Friz, Peter; Oberhauser, Harald Rough path stability of (semi-)linear SPDEs. (English) Zbl 1292.60064 Probab. Theory Relat. Fields 158, No. 1-2, 401-434 (2014). Reviewer: Ruhollah Jahanipur (Kashan) MSC: 60H15 35K58 60G35 PDF BibTeX XML Cite \textit{P. Friz} and \textit{H. Oberhauser}, Probab. Theory Relat. Fields 158, No. 1--2, 401--434 (2014; Zbl 1292.60064) Full Text: DOI arXiv
Fujii, Masaaki Momentum-space approach to asymptotic expansion for stochastic filtering. (English) Zbl 1281.62214 Ann. Inst. Stat. Math. 66, No. 1, 93-120 (2014). MSC: 62M20 65T50 PDF BibTeX XML Cite \textit{M. Fujii}, Ann. Inst. Stat. Math. 66, No. 1, 93--120 (2014; Zbl 1281.62214) Full Text: DOI
Mikulevicius, R.; Pragarauskas, H. On \(L_p\)-theory for stochastic parabolic integro-differential equations. (English) Zbl 1395.60075 Stoch. Partial Differ. Equ., Anal. Comput. 1, No. 2, 282-324 (2013). MSC: 60H20 35B45 35R60 PDF BibTeX XML Cite \textit{R. Mikulevicius} and \textit{H. Pragarauskas}, Stoch. Partial Differ. Equ., Anal. Comput. 1, No. 2, 282--324 (2013; Zbl 1395.60075) Full Text: DOI
Aida, Shigeki; Sasaki, Kosuke Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces. (English) Zbl 1292.60071 Stochastic Processes Appl. 123, No. 10, 3800-3827 (2013). MSC: 60H35 60H10 PDF BibTeX XML Cite \textit{S. Aida} and \textit{K. Sasaki}, Stochastic Processes Appl. 123, No. 10, 3800--3827 (2013; Zbl 1292.60071) Full Text: DOI arXiv
Rybakov, K. A. An approximate solution of the optimal nonlinear filtering problem for stochastic differential systems by statistical modeling. (Russian, English) Zbl 1299.93268 Sib. Zh. Vychisl. Mat. 16, No. 4, 377-391 (2013); translation in Numer. Analysis Appl. 6, No. 4, 324-336 (2013). MSC: 93E11 93E03 93E25 60H10 PDF BibTeX XML Cite \textit{K. A. Rybakov}, Sib. Zh. Vychisl. Mat. 16, No. 4, 377--391 (2013; Zbl 1299.93268); translation in Numer. Analysis Appl. 6, No. 4, 324--336 (2013) Full Text: DOI
Ganguly, Arnab Wong-Zakai type convergence in infinite dimensions. (English) Zbl 1287.60071 Electron. J. Probab. 18, Paper No. 31, 34 p. (2013). Reviewer: Jacques Franchi (Strasbourg) MSC: 60H10 60H05 60H20 60F05 PDF BibTeX XML Cite \textit{A. Ganguly}, Electron. J. Probab. 18, Paper No. 31, 34 p. (2013; Zbl 1287.60071) Full Text: DOI arXiv
Hall, Eric Joseph Higher order spatial approximations for degenerate parabolic stochastic partial differential equations. (English) Zbl 1283.65006 SIAM J. Math. Anal. 45, No. 4, 2071-2098 (2013). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C30 60H15 35K65 60H35 35R60 65M06 65M12 PDF BibTeX XML Cite \textit{E. J. Hall}, SIAM J. Math. Anal. 45, No. 4, 2071--2098 (2013; Zbl 1283.65006) Full Text: DOI arXiv
Frey, Rüdiger; Schmidt, Thorsten; Xu, Ling On Galerkin approximations for the Zakai equation with diffusive and point process observations. (English) Zbl 1274.60129 SIAM J. Numer. Anal. 51, No. 4, 2036-2062 (2013). MSC: 60G35 60H15 65C30 93E11 PDF BibTeX XML Cite \textit{R. Frey} et al., SIAM J. Numer. Anal. 51, No. 4, 2036--2062 (2013; Zbl 1274.60129) Full Text: DOI arXiv
Fernando, B. P. W.; Sritharan, S. S. Nonlinear filtering of stochastic Navier-Stokes equation with Itô-Lévy noise. (English) Zbl 1311.60068 Stochastic Anal. Appl. 31, No. 3, 381-426 (2013). Reviewer: Feng-Yu Wang (Swansea) MSC: 60H15 35R60 PDF BibTeX XML Cite \textit{B. P. W. Fernando} and \textit{S. S. Sritharan}, Stochastic Anal. Appl. 31, No. 3, 381--426 (2013; Zbl 1311.60068) Full Text: DOI
Barth, Andrea; Lang, Annika Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises. (English) Zbl 1260.60134 Appl. Math. Optim. 66, No. 3, 387-413 (2012). MSC: 60H35 60H15 65N30 PDF BibTeX XML Cite \textit{A. Barth} and \textit{A. Lang}, Appl. Math. Optim. 66, No. 3, 387--413 (2012; Zbl 1260.60134) Full Text: DOI
Mikulevicius, R.; Pragarauskas, H. On \(L_{p}\)-estimates of some singular integrals related to jump processes. (English) Zbl 1255.42020 SIAM J. Math. Anal. 44, No. 4, 2305-2328 (2012). Reviewer: Michael Voit (Dortmund) MSC: 42B25 26D10 60H15 PDF BibTeX XML Cite \textit{R. Mikulevicius} and \textit{H. Pragarauskas}, SIAM J. Math. Anal. 44, No. 4, 2305--2328 (2012; Zbl 1255.42020) Full Text: DOI arXiv
Çetin, Umut On absolutely continuous compensators and nonlinear filtering equations in default risk models. (English) Zbl 1282.91325 Stochastic Processes Appl. 122, No. 11, 3619-3647 (2012). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G20 60G35 60H05 60H30 PDF BibTeX XML Cite \textit{U. Çetin}, Stochastic Processes Appl. 122, No. 11, 3619--3647 (2012; Zbl 1282.91325) Full Text: DOI arXiv
Crisan, D.; Obanubi, O. Particle filters with random resampling times. (English) Zbl 1246.60063 Stochastic Processes Appl. 122, No. 4, 1332-1368 (2012). MSC: 60G35 60F05 60F25 60G40 60H35 93E11 PDF BibTeX XML Cite \textit{D. Crisan} and \textit{O. Obanubi}, Stochastic Processes Appl. 122, No. 4, 1332--1368 (2012; Zbl 1246.60063) Full Text: DOI
Lang, Annika Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales. (English) Zbl 1293.60064 J. Comput. Appl. Math. 236, No. 7, 1724-1732 (2012). MSC: 60H15 60H35 65C30 65M60 65M75 PDF BibTeX XML Cite \textit{A. Lang}, J. Comput. Appl. Math. 236, No. 7, 1724--1732 (2012; Zbl 1293.60064) Full Text: DOI
Schuss, Zeev Nonlinear filtering and optimal phase tracking. (English) Zbl 1251.60003 Applied Mathematical Sciences 180. New York, NY: Springer (ISBN 978-1-4614-0486-6/hbk; 978-1-4614-0487-3/ebook). xviii, 262 p. (2012). Reviewer: Nicolas Perkowski (Berlin) MSC: 60-01 60-02 60G35 60H15 93E10 93E11 94A12 PDF BibTeX XML Cite \textit{Z. Schuss}, Nonlinear filtering and optimal phase tracking. New York, NY: Springer (2012; Zbl 1251.60003) Full Text: DOI
Lototsky, S. V. Chaos approach to nonlinear filtering. (English) Zbl 1229.60049 Crisan, Dan (ed.) et al., The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press (ISBN 978-0-19-953290-2/hbk). 231-264 (2011). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 60G35 62M20 93E11 PDF BibTeX XML Cite \textit{S. V. Lototsky}, in: The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press. 231--264 (2011; Zbl 1229.60049)
Chaleyat-Maurel, M. Malliavin calculus applications to the study of nonlinear filtering. (English) Zbl 1227.60053 Crisan, Dan (ed.) et al., The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press (ISBN 978-0-19-953290-2/hbk). 195-230 (2011). Reviewer: Jordan M. Stoyanov (Newcastle upon Tyne) MSC: 60G35 93E11 60H07 PDF BibTeX XML Cite \textit{M. Chaleyat-Maurel}, in: The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press. 195--230 (2011; Zbl 1227.60053)
Evans, Lawrence Christopher; Stroock, Daniel W. An approximation scheme for reflected stochastic differential equations. (English) Zbl 1267.60077 Stochastic Processes Appl. 121, No. 7, 1464-1491 (2011). MSC: 60H35 60F17 60H10 60J60 PDF BibTeX XML Cite \textit{L. C. Evans} and \textit{D. W. Stroock}, Stochastic Processes Appl. 121, No. 7, 1464--1491 (2011; Zbl 1267.60077) Full Text: DOI arXiv
Nowak, Łukasz D.; Pasławska-Południak, Monika; Twardowska, Krystyna On the convergence of the wavelet-Galerkin method for nonlinear filtering. (English) Zbl 1300.93169 Int. J. Appl. Math. Comput. Sci. 20, No. 1, 93-108 (2010). MSC: 93E11 60H15 PDF BibTeX XML Cite \textit{Ł. D. Nowak} et al., Int. J. Appl. Math. Comput. Sci. 20, No. 1, 93--108 (2010; Zbl 1300.93169) Full Text: DOI
Lang, Annika; Chow, Pao-Liu; Potthoff, Jürgen Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type. (English) Zbl 1205.60132 Stochastics 82, No. 1-3, 315-326 (2010); erratum ibid. 84, No. 4, 561 (2012). MSC: 60H35 60G60 60H15 65C30 41A25 PDF BibTeX XML Cite \textit{A. Lang} et al., Stochastics 82, No. 1--3, 315--326 (2010; Zbl 1205.60132) Full Text: DOI
Crisan, Dan; Xiong, Jie Approximate McKean-Vlasov representations for a class of SPDEs. (English) Zbl 1211.60022 Stochastics 82, No. 1-3, 53-68 (2010). Reviewer: Nicolas Perkowski (Berlin) MSC: 60H15 60K35 35R60 93E11 60G35 PDF BibTeX XML Cite \textit{D. Crisan} and \textit{J. Xiong}, Stochastics 82, No. 1--3, 53--68 (2010; Zbl 1211.60022) Full Text: DOI arXiv
Elliott, Robert J.; Haykin, Simon A Zakai equation derivation of the extended Kalman filter. (English) Zbl 1194.93124 Automatica 46, No. 3, 620-624 (2010). MSC: 93C55 93E11 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{S. Haykin}, Automatica 46, No. 3, 620--624 (2010; Zbl 1194.93124) Full Text: DOI
Park, J. H.; Sowers, R. B.; Namachchivaya, N. Sri Dimensional reduction in nonlinear filtering. (English) Zbl 1193.60082 Nonlinearity 23, No. 2, 305-324 (2010). Reviewer: Jordan M. Stoyanov (Newcastle upon Tyne) MSC: 60H15 35R60 60G35 34C29 70K65 PDF BibTeX XML Cite \textit{J. H. Park} et al., Nonlinearity 23, No. 2, 305--324 (2010; Zbl 1193.60082) Full Text: DOI
Mikulevicius, R.; Pragarauskas, H. On Hölder solutions of the integro-differential Zakai equation. (English) Zbl 1181.60099 Stochastic Processes Appl. 119, No. 10, 3319-3355 (2009). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60H20 60J75 PDF BibTeX XML Cite \textit{R. Mikulevicius} and \textit{H. Pragarauskas}, Stochastic Processes Appl. 119, No. 10, 3319--3355 (2009; Zbl 1181.60099) Full Text: DOI
Bensoussan, Alain; Keppo, Jussi; Sethi, Suresh P. Optimal consumption and portfolio decisions with partially observed real prices. (English) Zbl 1168.91375 Math. Finance 19, No. 2, 215-236 (2009). MSC: 91B28 PDF BibTeX XML Cite \textit{A. Bensoussan} et al., Math. Finance 19, No. 2, 215--236 (2009; Zbl 1168.91375) Full Text: DOI
Hu, Yaozhong; Nualart, David Rough path analysis via fractional calculus. (English) Zbl 1175.60061 Trans. Am. Math. Soc. 361, No. 5, 2689-2718 (2009). Reviewer: Maria Stolarczyk (Katowice) MSC: 60L20 60H10 60H05 26A42 26A33 46E35 PDF BibTeX XML Cite \textit{Y. Hu} and \textit{D. Nualart}, Trans. Am. Math. Soc. 361, No. 5, 2689--2718 (2009; Zbl 1175.60061) Full Text: DOI arXiv
Bensoussan, Alain; ÇAkanyildirim, Metin; Minjárez-Sosa, J. Adolfo; Sethi, Suresh P.; Shi, Ruixia Partially observed inventory systems: the case of rain checks. (English) Zbl 1170.90003 SIAM J. Control Optim. 47, No. 5, 490-2519 (2008). MSC: 90B05 93E20 93C41 90C39 PDF BibTeX XML Cite \textit{A. Bensoussan} et al., SIAM J. Control Optim. 47, No. 5, p2490--2519 (2008; Zbl 1170.90003) Full Text: DOI
Yau, Shing-Tung; Yau, Stephen S.-T. Real time solution of the nonlinear filtering problem without memory II. (English) Zbl 1172.35411 SIAM J. Control Optim. 47, No. 1, 163-195 (2008). MSC: 35K15 60G35 62M20 65N15 93E10 93E11 93C10 PDF BibTeX XML Cite \textit{S.-T. Yau} and \textit{S. S. T. Yau}, SIAM J. Control Optim. 47, No. 1, 163--195 (2008; Zbl 1172.35411) Full Text: DOI
Chiou, Wen-Lin; Chiueh, Woei-Ren; Yau, Stephen S.-T. Mitter conjecture for low dimensional estimation algebras in nonlinear filtering. (English) Zbl 1148.93035 Int. J. Control 81, No. 11, 1793-1805 (2008). MSC: 93E11 93E10 60H15 PDF BibTeX XML Cite \textit{W.-L. Chiou} et al., Int. J. Control 81, No. 11, 1793--1805 (2008; Zbl 1148.93035) Full Text: DOI
Brzeźniak, Z.; van Neerven, J. M. A. M.; Veraar, M. C.; Weis, L. Itô’s formula in UMD Banach spaces and regularity of solutions of the Zakai equation. (English) Zbl 1154.60051 J. Differ. Equations 245, No. 1, 30-58 (2008). Reviewer: Michael Högele (Berlin) MSC: 60H15 35R60 46B09 60B11 28C20 PDF BibTeX XML Cite \textit{Z. Brzeźniak} et al., J. Differ. Equations 245, No. 1, 30--58 (2008; Zbl 1154.60051) Full Text: DOI
Amirdjanova, Anna; Linn, Matthew Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise. (English) Zbl 1145.60024 Comput. Math. Appl. 55, No. 8, 1766-1784 (2008). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 60G35 60G60 62M20 93E11 PDF BibTeX XML Cite \textit{A. Amirdjanova} and \textit{M. Linn}, Comput. Math. Appl. 55, No. 8, 1766--1784 (2008; Zbl 1145.60024) Full Text: DOI arXiv
Ahmed, N. U. A relaxation theorem for partially observed stochastic control on Hilbert space. (English) Zbl 1147.93045 Discuss. Math., Differ. Incl. Control Optim. 27, No. 2, 295-314 (2007). MSC: 93E20 93E03 93C25 49J27 60H10 PDF BibTeX XML Cite \textit{N. U. Ahmed}, Discuss. Math., Differ. Incl. Control Optim. 27, No. 2, 295--314 (2007; Zbl 1147.93045) Full Text: DOI
Bensoussan, Alain; Ąkanyildirim, Metin; Sethi, Suresh P. Partially observed inventory systems: The case of zero-balance walk. (English) Zbl 1190.90015 SIAM J. Control Optim. 46, No. 1, 176-209 (2007). MSC: 90B05 93E20 93C41 90C39 PDF BibTeX XML Cite \textit{A. Bensoussan} et al., SIAM J. Control Optim. 46, No. 1, 176--209 (2007; Zbl 1190.90015) Full Text: DOI
Fang, Shizan; Luo, Dejun Flow of homeomorphisms and stochastic transport equations. (English) Zbl 1125.60083 Stochastic Anal. Appl. 25, No. 5, 1079-1108 (2007). MSC: 60J60 60H10 34A12 PDF BibTeX XML Cite \textit{S. Fang} and \textit{D. Luo}, Stochastic Anal. Appl. 25, No. 5, 1079--1108 (2007; Zbl 1125.60083) Full Text: DOI
Hausenblas, Erika Wong-Zakai type approximation of SPDEs of Lévy noise. (English) Zbl 1129.60058 Acta Appl. Math. 98, No. 2, 99-134 (2007). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H15 65C30 34G10 60B12 60G55 PDF BibTeX XML Cite \textit{E. Hausenblas}, Acta Appl. Math. 98, No. 2, 99--134 (2007; Zbl 1129.60058) Full Text: DOI
Aihara, Shinichi; Bagchi, Arunabha Filtering and identification of Heston’s stochastic volatility model and its market risk. (English) Zbl 1162.91361 J. Econ. Dyn. Control 30, No. 12, 2363-2388 (2006). MSC: 91B28 93E03 PDF BibTeX XML Cite \textit{S. Aihara} and \textit{A. Bagchi}, J. Econ. Dyn. Control 30, No. 12, 2363--2388 (2006; Zbl 1162.91361) Full Text: DOI
Amirdjanova, A.; Chivoret, S. New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions. (English) Zbl 1136.60329 Comput. Math. Appl. 52, No. 1-2, 161-178 (2006). MSC: 60G35 60G15 65C50 PDF BibTeX XML Cite \textit{A. Amirdjanova} and \textit{S. Chivoret}, Comput. Math. Appl. 52, No. 1--2, 161--178 (2006; Zbl 1136.60329) Full Text: DOI
Elliot, Robert J.; Haykin, Simon A new nonlinear filter. (English) Zbl 1132.93045 Commun. Inf. Syst. 6, No. 3, 203-220 (2006). MSC: 93E11 93C10 PDF BibTeX XML Cite \textit{R. J. Elliot} and \textit{S. Haykin}, Commun. Inf. Syst. 6, No. 3, 203--220 (2006; Zbl 1132.93045) Full Text: DOI
Gobet, Emmanuel; Pagès, Gilles; Pham, Huyên; Printems, Jacques Discretization and simulation of the Zakai equation. (English) Zbl 1139.60034 SIAM J. Numer. Anal. 44, No. 6, 2505-2538 (2006). Reviewer: Dominique Lepingle (Orléans) MSC: 60H35 60H15 60G35 60H07 65C20 PDF BibTeX XML Cite \textit{E. Gobet} et al., SIAM J. Numer. Anal. 44, No. 6, 2505--2538 (2006; Zbl 1139.60034) Full Text: DOI
Lototsky, S. V. Wiener chaos and nonlinear filtering. (English) Zbl 1106.60051 Appl. Math. Optimization 54, No. 3, 265-291 (2006). MSC: 60H15 60G35 62M20 93E11 PDF BibTeX XML Cite \textit{S. V. Lototsky}, Appl. Math. Optim. 54, No. 3, 265--291 (2006; Zbl 1106.60051) Full Text: DOI
Gyöngy, Istvan; Shmatkov, Anton Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. (English) Zbl 1106.60050 Appl. Math. Optimization 54, No. 3, 315-341 (2006). MSC: 60H15 60H35 PDF BibTeX XML Cite \textit{I. Gyöngy} and \textit{A. Shmatkov}, Appl. Math. Optim. 54, No. 3, 315--341 (2006; Zbl 1106.60050) Full Text: DOI
Aggoun, Lakhdar; Benkherouf, Lakdere A Markov modulated continuous-time capture-recapture population estimation model. (English) Zbl 1084.62111 Discrete Contin. Dyn. Syst., Ser. B 5, No. 4, 1057-1075 (2005). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 62P10 62M05 60G35 PDF BibTeX XML Cite \textit{L. Aggoun} and \textit{L. Benkherouf}, Discrete Contin. Dyn. Syst., Ser. B 5, No. 4, 1057--1075 (2005; Zbl 1084.62111) Full Text: DOI
Baghéry, Fouzia; Turpin, Isabelle; Ouknine, Youssef Some remark on optimal stochastic control with partial information. (English) Zbl 1125.93068 Stochastic Anal. Appl. 23, No. 6, 1305-1320 (2005). MSC: 93E20 49K45 49L25 93E10 PDF BibTeX XML Cite \textit{F. Baghéry} et al., Stochastic Anal. Appl. 23, No. 6, 1305--1320 (2005; Zbl 1125.93068) Full Text: DOI
Xiong, Jie; Zhao, Xingqiu Nonlinear filtering with fractional Brownian motion noise. (English) Zbl 1068.60059 Stochastic Anal. Appl. 23, No. 1, 55-67 (2005). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 60G35 93E11 93C10 93C23 62M20 PDF BibTeX XML Cite \textit{J. Xiong} and \textit{X. Zhao}, Stochastic Anal. Appl. 23, No. 1, 55--67 (2005; Zbl 1068.60059) Full Text: DOI
Deck, Thomas; Theting, Thomas Gorm Robust parameter estimation for stochastic differential equations. (English) Zbl 1062.62156 Acta Appl. Math. 84, No. 3, 279-314 (2004). MSC: 62M05 62M20 65C05 60H10 PDF BibTeX XML Cite \textit{T. Deck} and \textit{T. G. Theting}, Acta Appl. Math. 84, No. 3, 279--314 (2004; Zbl 1062.62156) Full Text: DOI
Xiong, Jie A stochastic log-Laplace equation. (English) Zbl 1055.60042 Ann. Probab. 32, No. 3B, 2362-2388 (2004). Reviewer: Isamu Dôku (Saitama) MSC: 60G57 60H15 60J80 PDF BibTeX XML Cite \textit{J. Xiong}, Ann. Probab. 32, No. 3B, 2362--2388 (2004; Zbl 1055.60042) Full Text: DOI arXiv
Meyer-Brandis, Thilo; Proske, Frank Explicit solution of a nonlinear filtering problem for Lévy processes with application to finance. (English) Zbl 1053.60040 Appl. Math. Optimization 50, No. 2, 119-134 (2004). Reviewer: Henri Schurz (Carbondale) MSC: 60G35 34F05 37H10 60G51 60H15 60H30 60H40 91B24 91B70 PDF BibTeX XML Cite \textit{T. Meyer-Brandis} and \textit{F. Proske}, Appl. Math. Optim. 50, No. 2, 119--134 (2004; Zbl 1053.60040) Full Text: DOI
Twardowska, Krystyna; Marnik, Tomasz; Pasławska-Południak, Monika Approximation of the Zakai equation in a nonlinear filtering problem with delay. (English) Zbl 1052.93058 Int. J. Appl. Math. Comput. Sci. 13, No. 2, 151-160 (2003). Reviewer: Grigori Milstein (Ekaterinburg) MSC: 93E11 93C10 93C23 34K50 PDF BibTeX XML Cite \textit{K. Twardowska} et al., Int. J. Appl. Math. Comput. Sci. 13, No. 2, 151--160 (2003; Zbl 1052.93058) Full Text: EuDML
Lototsky, Sergey V. Nonlinear filtering of diffusion processes in correlated noise: Analysis by separation of variables. (English) Zbl 1023.60058 Appl. Math. Optimization 47, No. 2, 167-194 (2003). Reviewer: Jan Seidler (Praha) MSC: 60H15 60G35 93E11 65C30 PDF BibTeX XML Cite \textit{S. V. Lototsky}, Appl. Math. Optim. 47, No. 2, 167--194 (2003; Zbl 1023.60058) Full Text: DOI arXiv
Gyöngy, István; Krylov, Nicolai On the splitting-up method and stochastic partial differential equations. (English) Zbl 1028.60058 Ann. Probab. 31, No. 2, 564-591 (2003). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H15 60H35 65C30 35R60 93E25 65M12 65M15 93E11 PDF BibTeX XML Cite \textit{I. Gyöngy} and \textit{N. Krylov}, Ann. Probab. 31, No. 2, 564--591 (2003; Zbl 1028.60058) Full Text: DOI
Hu, Y.; Kallianpur, G.; Xiong, J. An approximation for the Zakai equation. (English) Zbl 1001.60044 Appl. Math. Optimization 45, No. 1, 23-44 (2002). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 60G35 93E11 60F25 60H10 PDF BibTeX XML Cite \textit{Y. Hu} et al., Appl. Math. Optim. 45, No. 1, 23--44 (2002; Zbl 1001.60044) Full Text: DOI
Yau, Shing-Tung; Yau, Stephen S.-T. Real-time numerical solution to Duncan-Mortensen-Zakai equation. (English) Zbl 0978.65004 DeVore, Ronald A. (ed.) et al., Foundations of computational mathematics. Conference, Oxford, GB, July 18-28, 1999. Cambridge: Cambridge University Press. Lond. Math. Soc. Lect. Note Ser. 284, 361-400 (2001). MSC: 65C50 60G35 PDF BibTeX XML Cite \textit{S.-T. Yau} and \textit{S. S. T. Yau}, Lond. Math. Soc. Lect. Note Ser. 284, 361--400 (2001; Zbl 0978.65004)
Yau, Shing-Tung; Yau, Stephen S.-T. Real time solution of nonlinear filtering problem without memory. I. (English) Zbl 0967.93089 Math. Res. Lett. 7, No. 5-6, 671-693 (2000). Reviewer: Yu.S.Mishura (Kyïv) MSC: 93E11 93C10 60G35 PDF BibTeX XML Cite \textit{S.-T. Yau} and \textit{S. S. T. Yau}, Math. Res. Lett. 7, No. 5--6, 671--693 (2000; Zbl 0967.93089) Full Text: DOI
Nagai, H. Risk-sensitive dynamic asset management with partial information. (English) Zbl 1013.91057 Hida, Takeyuki (ed.) et al., Stochastics in finite and infinite dimensions. Conference in honor of Gopinath Kallianpur, Calcutta, India, December 18-23, 2000. Boston: Birkhäuser. 321-339 (2000). Reviewer: Josef Steinebach (Marburg) MSC: 91B28 93E20 60H30 91B30 60H15 49J15 PDF BibTeX XML Cite \textit{H. Nagai}, in: Stochastics in finite and infinite dimensions. Conference in honor of Gopinath Kallianpur, Calcutta, India, December 18--23, 2000. Boston: Birkhäuser. 321--339 (2000; Zbl 1013.91057)
Gawarecki, Leszek; Mandrekar, Vidyadhar On the Zakai equation of filtering with Gaussian noise. (English) Zbl 0973.93055 Hida, Takeyuki (ed.) et al., Stochastics in finite and infinite dimensions. Conference in honor of Gopinath Kallianpur, Calcutta, India, December 18-23, 2000. Boston: Birkhäuser. 145-151 (2000). Reviewer: Grigori Milstein (Berlin) MSC: 93E11 93C10 PDF BibTeX XML Cite \textit{L. Gawarecki} and \textit{V. Mandrekar}, in: Stochastics in finite and infinite dimensions. Conference in honor of Gopinath Kallianpur, Calcutta, India, December 18--23, 2000. Boston: Birkhäuser. 145--151 (2000; Zbl 0973.93055)
Mandal, Pranab K.; Mandrekar, Vidyadhar A Bayes formula for Gaussian noise processes and its applications. (English) Zbl 0970.60046 SIAM J. Control Optimization 39, No. 3, 852-871 (2000). MSC: 60G35 60G15 62M20 93E11 PDF BibTeX XML Cite \textit{P. K. Mandal} and \textit{V. Mandrekar}, SIAM J. Control Optim. 39, No. 3, 852--871 (2000; Zbl 0970.60046) Full Text: DOI
Ito, Kazufumi; Xiong, Kaiqi Gaussian filters for nonlinear filtering problems. (English) Zbl 0976.93079 IEEE Trans. Autom. Control 45, No. 5, 910-927 (2000). Reviewer: Rainer Buckdahn (Brest) MSC: 93E11 93C10 PDF BibTeX XML Cite \textit{K. Ito} and \textit{K. Xiong}, IEEE Trans. Autom. Control 45, No. 5, 910--927 (2000; Zbl 0976.93079) Full Text: DOI
Gozzi, Fausto; Świȩch, Andrzej Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation. (English) Zbl 1047.93047 J. Funct. Anal. 172, No. 2, 466-510 (2000). MSC: 93E20 49L25 60G35 60H15 PDF BibTeX XML Cite \textit{F. Gozzi} and \textit{A. Świȩch}, J. Funct. Anal. 172, No. 2, 466--510 (2000; Zbl 1047.93047) Full Text: DOI