论文信息 - Existence and Uniqueness of Solutions

Existence and Uniqueness of Solutions

In this paper, we give a priori estimation of derivatives of solution of Duncan-Mortensen-Zakai (DMZ) equation up to 2nd order. We also prove the existence and uniqueness of weak solution for DMZ equation, which is a fundamental equation in nonlinear filtering.

Stephen S.-T. Yau | Shing-Tung Yau | S. Yau | S. Yau | Christoph M. Hackl

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