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SUMMARY:Kalman-Bucy filter and SPDEs with growing lower-order coefficients
  in $W^(1)_(p)$ spaces without weights - Krylov\, N (Minnesota)
DTSTART:20100614T102000Z
DTEND:20100614T111000Z
UID:TALK25216@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:We consider divergence form uniformly parabolic SPDEs with VMO
  bounded leading coefficients\, bounded coefficients in the stochastic par
 t\, and possibly growing lower-order coefficients in the deterministic par
 t. 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 d
 erivatives with respect to the spatial variable. Our methods allow us to i
 nclude Zakai's equation for the Kalman-Bucy filter into the general filter
 ing theory
LOCATION:Seminar Room 1\, Newton Institute
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