Approximate and limit results for nonlinear filters with wide bandwith observation noise (Q3727067): Difference between revisions

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+https://doi.org/10.1080/17442508608833367
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+W1998999025
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+Dynamical equations for optimal nonlinear filtering
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+A finitely additive white noise approach to nonlinear filtering
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+Probability methods for approximations in stochastic control and for elliptic equations
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+Q3344923
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+Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides
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+Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments
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+Q5560061
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+Q5617375
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+Multiple Integral Expansions for Nonlinear Filtering
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+Approximating multiple itô integrals with "band limited" processes
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+Publication:3727067