On uniqueness of solutions for the stochastic differential equations of nonlinear filtering
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Publication:1872446
DOI10.1214/aoap/998926990zbMath1017.60048OpenAlexW2040852580MaRDI QIDQ1872446
Andrew J. Heunis, Vladimir M. Lucic
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/998926990
Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44)
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Cites Work
- Unique characterization of conditional distributions in nonlinear filtering
- Martingale problems for conditional distributions of Markov processes
- Evolution equations for Markov processes: Application to the white-noise theory of filtering
- Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering
- On the uniqueness of solutions of stochastic differential equations
- Existence of Markov Controls and Characterization of Optimal Markov Controls
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