SPDEs in divergence form with VMO coefficients and filtering theory of partially observable diffusion processes with Lipschitz coefficients

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dc.creatorKrylov, N. V.
dc.date2009-03-04
dc.date.accessioned2026-07-07T12:49:13Z
dc.date.available2026-07-07T12:49:13Z
dc.descriptionWe present several results on the smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form filtering equation which are usually considered in terms of formally adjoint to operators in nondivergence form.
dc.description12 pages
dc.identifierhttps://arxiv.org/abs/0903.0877
dc.identifierhttp://arxiv.org/abs/0903.0877
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/222324
dc.subjectProbability
dc.subjectAnalysis of PDEs
dc.subject60H15; 35R60
dc.titleSPDEs in divergence form with VMO coefficients and filtering theory of partially observable diffusion processes with Lipschitz coefficients
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