White noise calculus and nonlinear filtering theory
DOI10.1214/AOP/1176992798zbMATH Open0584.60055OpenAlexW2019314142MaRDI QIDQ1069554FDOQ1069554
Authors: Gopinath Kallianpur, Rajeeva L. Karandikar 
Publication date: 1985
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992798
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Axioms; other general questions in probability (60A05)
Cited In (22)
- On extending classical filtering equations
- Linear filtration of the power of a nonstationary, Gaussian white noise
- On the Feynman-Kac formula and its applications to filtering theory
- Title not available (Why is that?)
- Evolution equations for Markov processes: Application to the white-noise theory of filtering
- Title not available (Why is that?)
- Some recent developments in nonlinear filtering theory
- Robustness of estimators in a finitely additive white noise model
- White noise in information signal models
- The stochastic filtering problem: a brief historical account
- On the stochastic differential equations of filtering theory
- Title not available (Why is that?)
- Rajeeva Laxman Karandikar: an appreciation
- Stochastic regularization of linear equations and the realization of Gaussian fields
- Nonlinear filtering of reflecting diffusion processes
- Generalised particle filters with Gaussian mixtures
- Filtering with marked point process observations via Poisson chaos expansion
- Spectral estimation of non-stationary white noise
- On probability distributions for filtered white noise
- On linear filtering under dependent white noises
- Smoothness properties of the conditional expectation in finitely additive white noise filtering
- On the measurement of the ``white noise
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