Unique characterization of conditional distributions in nonlinear filtering
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Publication:1109415
DOI10.1214/aop/1176991887zbMath0655.60035OpenAlexW2097781103MaRDI QIDQ1109415
Daniel L. Ocone, Thomas G. Kurtz
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991887
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)
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