Well-posedness of Filtering Equations in Weighted Sobolev Spaces with Unbounded System Coefficients
AI-generated summary: this description was generated by AI for quick orientation; please verify against the original links.
For domain experts: Establishes existence and uniqueness for the robust DMZ, stochastic DMZ, and Kushner-Stratonovich equations under suitable assumptions allowing polynomially growing coefficients. Exponential weights support a variational proof, while gauge transformations connect the equations through buffered weighted Sobolev spaces. AIM assisted with identifying and testing the weight scale and organizing proof steps; the authors selected the final assumptions and verified the results.
For general readers: Filtering estimates a hidden system's state from noisy measurements. This work gives conditions ensuring that three central filtering equations have unique solutions even when model coefficients grow without bound. AIM helped explore mathematical tools and draft arguments, with the final results checked by the researchers.