A finitely additive white noise approach to nonlinear filtering
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Publication:594830
DOI10.1007/BF01448384zbMath0525.93063MaRDI QIDQ594830
Rajeeva L. Karandikar, Gopinath Kallianpur
Publication date: 1983
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
nonlinear filtering; finitely additive probability measure; deterministic Zakai equation; white noise approach
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
60J25: Continuous-time Markov processes on general state spaces
60G35: Signal detection and filtering (aspects of stochastic processes)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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