Nonlinear filtering and Riemannian scalar curvature, \({\mathbb{R}}\)

DOI10.1016/0196-8858(87)90024-8zbMath0634.60038WikidataQ115363717 ScholiaQ115363717MaRDI QIDQ1096965

Robert J. Elliott, Robert M. Seymour, Peter L. Antonelli

Publication date: 1987

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0196-8858(87)90024-8

zbMATH Keywords

stochastic partial differential equations; high dimensional nonlinear filtering problems; measure-valued solution of the Zakai equation

Mathematics Subject Classification ID

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

58J65: Diffusion processes and stochastic analysis on manifolds

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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Cites Work

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• ON A PROPERTY OF DISTRIBUTIONS ADMITTING SUFFICIENT STATISTICS
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