The nonlinear filtering problem for the unbounded case

DOI10.1016/0304-4149(84)90161-3zbMath0571.60055MaRDI QIDQ1061415

Rajeeva L. Karandikar, Gopinath Kallianpur

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90161-3

zbMATH Keywords

nonlinear filtering theory; unnormalized conditional density; Feynman-Kac type formula; finitely additive approach; finitely additive version of the Bayes formula

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

60J60: Diffusion processes

Related Items

Nonlinear filtering of reflecting diffusion processes, On stochastic partial differential equations with unbounded coefficients, Un théorème d'unicité pour l'equation de zakaï, Robustness of estimators in a finitely additive white noise model, Stochastic partial differential equations with unbounded coefficients and applications. III

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