Title    name Stochastic Partial Differential Equations and the Related Fields.     Title Elements of the theory of SPDEs and their application to filtering problems of partially observable diffusion processes 4   Speaker Nicolai V. Krylov   Date 2012-06-21   Host   Place NIMS   File     Abstract : The goal is to start from Itô's formula for SPDEs, then go to the maximum principle, Galerkin's method of proving the existence of solutions. Then higher regularity if the coefficients are smoother. After that an application to two filtering problems is intended to be presented.

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