Skip to main content
SpringerLink
Log in
Book cover

Stochastic Partial Differential Equations and Applications II pp 13–23Cite as

On the integrated formulation of Zakai and Kushner equations

  • Conference paper
  • First Online:

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1390))

This is a preview of subscription content, log in via an institution.

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   34.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   46.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. A. BENSOUSSAN, Stochastic Control of Partially observable systems, to be published, Cambridge University Press.

    Google Scholar 

  2. N.V. KRYLOV-B. ROSOVSKII, On conditional distributions of diffusion processes, Math. USSR Izvestija, 12, 336–356 (1978).

    Article  MATH  Google Scholar 

  3. D.W. STROOK-S.R.S. VARADHAN, Multi dimensional diffusion processes, Springer (1979).

    Google Scholar 

  4. M. ZAKAI, On the optimal filtering of diffusion processes, Z. Wahrschein. verw. Geb. 11, 230–243 (1969).

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. University Paris Dauphine and INRIA, France

    Alain Bensoussan

Authors
  1. Alain Bensoussan
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Giuseppe Da Prato Luciano Tubaro

Rights and permissions

Reprints and permissions

Copyright information

© 1989 Springer-Verlag

About this paper

Cite this paper

Bensoussan, A. (1989). On the integrated formulation of Zakai and Kushner equations. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications II. Lecture Notes in Mathematics, vol 1390. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083932

Download citation

  • DOI: https://doi.org/10.1007/BFb0083932

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51510-4

  • Online ISBN: 978-3-540-48200-0

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation