University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Kalman-Bucy filter and SPDEs with growing lower-order coefficients in $W^(1)_(p)$ spaces without weights

  Browse A-Z

Log in

University Account External (via Google)

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹī¸ Information

Kalman-Bucy filter and SPDEs with growing lower-order coefficients in $W^(1)_(p)$ spaces without weights

Download to your calendar using vCal

If you have a question about this talk, please contact Mustapha Amrani .

This talk has been canceled/deleted

We consider divergence form uniformly parabolic SPD Es with VMO bounded leading coefficients, bounded coefficients in the stochastic part, and possibly growing lower-order coefficients in the deterministic part. We look for solutions which are summable to the $p$th power, $pgeq2$, with respect to the usual Lebesgue measure along with their first-order derivatives with respect to the spatial variable. Our methods allow us to include Zakai’s equation for the Kalman-Bucy filter into the general filtering theory

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

  • This talk is not included in any other list

Note that ex-directory lists are not shown.

Other lists

Selwyn College Webinar (via Teams) Senior Parlour, Gonville & Caius College

Other talks

Talk TBC The Jiangmen Underground Neutrino Observatory (JUNO): Status and First Physics Results Title to be confirmed Title to be confirmed Group Presentation 5 Discovery Investigations: Science, Empire and the Making of the British South Atlantic
 

Š 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity