Stochastic partial differential equations with unbounded coefficients and applications. III

Abstract

We extend the results of the earliei papers in this series [Stochastics and Stochastics Reports 27, 129-150 and 27, 189-233] on the approximation of SPDEs to the case of degenerate systems of SPDEs with unbounded coefficients. Some examples and applications are also considered

Keywords:

• SPDEs
• semimartingales
• Sobolev spaces
• nonlinear filtering