Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
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Publication:1296742
DOI10.1214/aoap/1028903535zbMath0937.60038OpenAlexW2111099383WikidataQ55881306 ScholiaQ55881306MaRDI QIDQ1296742
Publication date: 7 June 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1028903535
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57)
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