Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering
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Publication:1917208
DOI10.1214/aop/1176987808zbMath0861.60051OpenAlexW2025416790MaRDI QIDQ1917208
Gopinath Kallianpur, Abhay G. Bhatt, Rajeeva L. Karandikar
Publication date: 22 April 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176987808
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) Random measures (60G57)
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