Rough path stability of SPDEs arising in non-linear filtering
نویسندگان
چکیده
We prove a longstanding conjecture [Lyons, T. J.; Differential equations driven by rough signals. Rev. Mat. Iberoamericana 14 (1998), no. 2, 215—310] concerning the applicability of rough path analysis for stochastic partial differential equations arising from the theory of non-linear filtering.
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