On a general class of stochastic partial differential equations

A. Bensoussan

doi:10.1007/BF01543101

On a general class of stochastic partial differential equations

A. Bensoussan

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

3 Citations (Scopus)

Abstract

We shall consider in this article a general class of stochastic PDE which in particular covers the Zakai equation of nonlinear filtering and natural formulations of distributed systems involving control variables. We use only fixed point arguments, hence we get uniqueness results. In the case of the Zakai equation, Galerkin approximations have been considered by Pardoux (1979) to derive the existence of the solution © 1987 Springer-Verlag.

Original language	English
Pages (from-to)	297-302
Journal	Stochastic Hydrology and Hydraulics
Volume	1
Issue number	4
DOIs	https://doi.org/10.1007/BF01543101
Publication status	Published - Dec 1987
Externally published	Yes

Research Keywords

distributed systems
nonlinear filtering
Stochastic PDE
Zakai equation

Access Output

10.1007/BF01543101

Other Access Options

Check CityUHK Library

Permanent Link

Right click to copy link

Cite this

@article{29bf3816e7c746aeb1b54a23265ea4c8,

title = "On a general class of stochastic partial differential equations",

abstract = "We shall consider in this article a general class of stochastic PDE which in particular covers the Zakai equation of nonlinear filtering and natural formulations of distributed systems involving control variables. We use only fixed point arguments, hence we get uniqueness results. In the case of the Zakai equation, Galerkin approximations have been considered by Pardoux (1979) to derive the existence of the solution {\textcopyright} 1987 Springer-Verlag.",

keywords = "distributed systems, nonlinear filtering, Stochastic PDE, Zakai equation",

author = "A. Bensoussan",

year = "1987",

month = dec,

doi = "10.1007/BF01543101",

language = "English",

volume = "1",

pages = "297--302",

journal = "Stochastic Hydrology and Hydraulics",

issn = "0931-1955",

publisher = "Springer Science and Business Media Deutschland GmbH",

number = "4",

}

TY - JOUR

T1 - On a general class of stochastic partial differential equations

AU - Bensoussan, A.

PY - 1987/12

Y1 - 1987/12

N2 - We shall consider in this article a general class of stochastic PDE which in particular covers the Zakai equation of nonlinear filtering and natural formulations of distributed systems involving control variables. We use only fixed point arguments, hence we get uniqueness results. In the case of the Zakai equation, Galerkin approximations have been considered by Pardoux (1979) to derive the existence of the solution © 1987 Springer-Verlag.

AB - We shall consider in this article a general class of stochastic PDE which in particular covers the Zakai equation of nonlinear filtering and natural formulations of distributed systems involving control variables. We use only fixed point arguments, hence we get uniqueness results. In the case of the Zakai equation, Galerkin approximations have been considered by Pardoux (1979) to derive the existence of the solution © 1987 Springer-Verlag.

KW - distributed systems

KW - nonlinear filtering

KW - Stochastic PDE

KW - Zakai equation

UR - http://www.scopus.com/inward/record.url?scp=34250103093&partnerID=8YFLogxK

UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-34250103093&origin=recordpage

U2 - 10.1007/BF01543101

DO - 10.1007/BF01543101

M3 - RGC 21 - Publication in refereed journal

SN - 0931-1955

VL - 1

SP - 297

EP - 302

JO - Stochastic Hydrology and Hydraulics

JF - Stochastic Hydrology and Hydraulics

IS - 4

ER -

On a general class of stochastic partial differential equations

Abstract

Research Keywords

Access Output

Other Access Options

Permanent Link

Other Files and Links

Fingerprint

Cite this