scientific article; zbMATH DE number 431867

MaRDI QIDQ3138646zbMATH OpenFDO

Authors Hiroshi Kunita

Publication date 12 September 1994

zbMATH Keywords

almost sure convergencecontinuous linear operatorfilteringGaussian processKallianpur-Striebel filter representationnoisespaces of continuous functionsstability of the filterstochastic differential equationweak convergenceWiener process law

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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