• DocumentCode
    358175
  • Title

    Existence of solutions to time dependent parabolic equations with unbounded coefficients: application to Duncan-Mortensen-Zakai equations

  • Author

    Shing-Tung Yau ; Yau, Stephen S T

  • Author_Institution
    Dept. of Math., Harvard Univ., Cambridge, MA, USA
  • Volume
    2
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    794
  • Abstract
    We prove the existence of solutions to time dependent parabolic equations with unbounded coefficients which include Duncan-Mortensen-Zakai equations, a fundamental equation in nonlinear filtering theory as a special case
  • Keywords
    Brownian motion; filtering theory; matrix algebra; nonlinear filters; parabolic equations; partial differential equations; probability; Duncan-Mortensen-Zakai equations; nonlinear filtering theory; time dependent parabolic equations; unbounded coefficients; Computer science; Control theory; Ear; Electronic mail; Filtering theory; Mathematics; Nonlinear equations; Robustness; State estimation; Statistics;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2000. Proceedings of the 2000
  • Conference_Location
    Chicago, IL
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-5519-9
  • Type

    conf

  • DOI
    10.1109/ACC.2000.876608
  • Filename
    876608
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=358175