13 research outputs found
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
Get PDFSystems of parabolic, possibly degenerate parabolic SPDEs are considered.
Existence and uniqueness are established in Sobolev spaces. Similar results are
obtained for a class of equations generalizing the deterministic first order
symmetric hyperbolic systems.Comment: 26 page
Optimal Filtering, Interpolation and Extrapolation of Markov Processes with a Countable Number of States
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General Equations of Optimal Nonlinear Filtering, Interpolation and Extrapolation of Partially Observable Random Processes
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