The stochastic filtering problem: a brief historical account (Q5245610): Difference between revisions

@@ Property / author @@
-Dan Crisan
@@ Property / author: Dan Crisan / rank @@
-Normal rank
@@ Property / author @@
+Dan Crisan
@@ Property / author: Dan Crisan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2070395359
@@ Property / OpenAlex ID: W2070395359 / rank @@
+Normal rank
@@ Property / cites work @@
+Fundamentals of stochastic filtering
@@ Property / cites work: Fundamentals of stochastic filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Exact finite-dimensional filters for certain diffusions with nonlinear drift
+Normal rank
@@ Property / cites work @@
+New exact nonlinear filters with large Lie algebras
+Normal rank
@@ Property / cites work @@
+Q5733927
@@ Property / cites work: Q5733927 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales on Jump Processes. II: Applications
@@ Property / cites work: Martingales on Jump Processes. II: Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Q4160163
@@ Property / cites work: Q4160163 / rank @@
+Normal rank
@@ Property / cites work @@
+Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
+Normal rank
@@ Property / cites work @@
+Q5562423
@@ Property / cites work: Q5562423 / rank @@
+Normal rank
@@ Property / cites work @@
+On a multiplicative functional transformation arising in nonlinear filtering theory
+Normal rank
@@ Property / cites work @@
+Q3948398
@@ Property / cites work: Q3948398 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5822308
@@ Property / cites work: Q5822308 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations for the non linear filtering problem
+Normal rank
@@ Property / cites work @@
+The markov property of the filter in the finitely additive white noise approach to nonlinear filtering<sup>†</sup>
+Normal rank
@@ Property / cites work @@
+Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
+Normal rank
@@ Property / cites work @@
+A finitely additive white noise approach to nonlinear filtering
+Normal rank
@@ Property / cites work @@
+White noise calculus and nonlinear filtering theory
+Normal rank
@@ Property / cites work @@
+Q3999268
@@ Property / cites work: Q3999268 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations Occurring in the Estimation of Continuous Parameter Stochastic Processes
+Normal rank
@@ Property / cites work @@
+Q5774899
@@ Property / cites work: Q5774899 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5844092
@@ Property / cites work: Q5844092 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5844093
@@ Property / cites work: Q5844093 / rank @@
+Normal rank
@@ Property / cites work @@
+ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES
+Normal rank
@@ Property / cites work @@
+On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
+Normal rank
@@ Property / cites work @@
+Dynamical equations for optimal nonlinear filtering
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control with Noisy Observations †
+Normal rank
@@ Property / cites work @@
+Q4137839
@@ Property / cites work: Q4137839 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations and filtering of diffusion processes
+Normal rank
@@ Property / cites work @@
+Nonlinear filtering with counting observations
@@ Property / cites work: Nonlinear filtering with counting observations / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering and detection for doubly stochastic Poisson processes
+Normal rank
@@ Property / cites work @@
+Q3272218
@@ Property / cites work: Q3272218 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5545093
@@ Property / cites work: Q5545093 / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach
+Normal rank
@@ Property / cites work @@
+Q5794082
@@ Property / cites work: Q5794082 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3233181
@@ Property / cites work: Q3233181 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
+Normal rank
@@ Property / cites work @@
+Finite dimensional filters with nonlinear drift. XI: Explicit solution of the generalized Kolmogorov equation in Brockett-Mitter program
+Normal rank
@@ Property / cites work @@
+On the optimal filtering of diffusion processes
@@ Property / cites work: On the optimal filtering of diffusion processes / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5245610