Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise (Q5215007)
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scientific article; zbMATH DE number 7163651
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| English | Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise |
scientific article; zbMATH DE number 7163651 |
Statements
Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise (English)
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5 February 2020
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Zakai equation
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Kushner-Stratonovich equation
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uniqueness in joint law
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pathwise uniqueness
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0.8928831815719604
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0.8760783672332764
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0.8482589721679688
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0.8482341170310974
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0.8391765356063843
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