Homogenization for stochastic partial differential equations derived from nonlinear filterings with feedback

Naoyuki ICHIHARA

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Homogenization for stochastic partial differential equations derived from nonlinear filterings with feedback

机译：带有反馈的非线性滤波的随机偏微分方程的均质化

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摘要

We discuss the homogenization of stochastic partial differential equations whose coefficients are rapidly oscillating and are perturbed by a diffusion process. Such class of equations appear in nonlinear filtering problems with feedback. We specify the constant coefficients of the limit equation. The constants are essentially different from the case where the coefficients do not contain perturbed factors.

机译：我们讨论了随机偏微分方程的均化，其系数快速波动并受到扩散过程的干扰。这类方程式出现在带有反馈的非线性滤波问题中。我们指定极限方程的常数系数。常数与系数不包含干扰因子的情况本质上不同。

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来源
《Journal of the Mathematical Society of Japan》 |2005年第2期|p.593-603|共11页
作者
Naoyuki ICHIHARA;
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作者单位

Laboratoire de Mathematiques Universite de Bretagne Occidentale 6, Avenue Victor Le Gorgeu, B. P. 809,29285 BREST CEDEX France;

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收录信息美国《科学引文索引》(SCI);
原文格式 PDF
正文语种 eng
中图分类数学;
关键词
homogenization; stochastic partial differential equations; Zakai equations; nonlinear filtering;

机译：均质化;随机偏微分方程;Zakai方程;非线性滤波;

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Homogenization for stochastic partial differential equations derived from nonlinear filterings with feedback

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