Nonlinear filtering and measure-valued processes

DOI10.1007/s004400050131zbMath0888.93056OpenAlexW1992017526WikidataQ55881309 ScholiaQ55881309MaRDI QIDQ1376200

Dan Crisan, Terence J. Lyons

Publication date: 11 December 1997

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050131

zbMATH Keywords

nonlinear filteringZakai equationmeasure-valued branching processparticle systems approximation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Random measures (60G57) Probabilistic methods, stochastic differential equations (65C99)

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