The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering
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Publication:2365246
zbMath0872.60042MaRDI QIDQ2365246
Amarjit Budhiraja, Gopinath Kallianpur
Publication date: 9 March 1997
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
stochastic partial differential equationsZakai equationmultiple Stratonovich integralsmultiple Wiener integralsFeynman-Stratonovich semigroup
Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05)
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