University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Kalman-Bucy filter and SPDEs with growing lower-order coefficients in W1p 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 W1p spaces without weights.

Download to your calendar using vCal

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

Stochastic Partial Differential Equations (SPDEs)

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, p=2, 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:

Note that ex-directory lists are not shown.

Other lists

Sackler (sign-up needed) + ONLINE - Details will be sent by email Webinar & FW11, Computer Laboratory, William Gates Building. Webinar & SS03, Computer Laboratory, William Gates Building.

Other talks

Group Work Group Work Group Work TBC Proteomics: Expression Analysis and Subcellular Localisation Bacterial Physiology During Growth Arrest: Can It Be Targeted by Anti-Bacterial Therapeutics?
 

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