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

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概要

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• 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.

• 社団法人 日本数学会の論文
• 2005-04-01

著者

• Ichihara Naoyuki

  Laboratoire De Mathematiques Universite De Bretagne Occidentale

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

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