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SUMMARY:Kalman-Bucy filter and SPDEs with growing lower-order coefficients
  in W1p spaces without weights. - Krylov\, N (University of Minnesota)
DTSTART:20100614T085000Z
DTEND:20100614T094000Z
UID:TALK25297@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\, p=2\, with
  respect to the usual Lebesgue measure along with their first-order deriva
 tives with respect to the spatial variable. Our methods allow us to includ
 e Zakai's equation for the Kalman-Bucy filter into the general filtering t
 heory.  
LOCATION:Seminar Room 1\, Newton Institute
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