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A Simple Proof of Uniqueness for Kushner and Zakai Equations
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A Simple Proof of Uniqueness for Kushner and Zakai Equations (1991)A Simple Proof of Uniqueness for Kushner …Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering (1990)Stochastic Evolution Systems:…Adapted solution of a degenerate backward spde, with applications (1997)On linear, degenerate backward stochastic partial differential equations (1999)Stochastic flows of SDEs with irregular coefficients and stochastic transport equations (2009)
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  • 1990Stochastic Evolution Systems: Linear Theory and Applications to Non-linear Filtering171 cited

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