scientific article; zbMATH DE number 3845474

MaRDI QIDQ3315409zbMATH OpenFDO

Authors C. Martias, H. Körezlioğlu

Publication date 1984

zbMATH Keywords

distribution-valued Brownian motionmartingale representationnonlinear filtering

Mathematics Subject Classification ID

Inner product spaces and their generalizations, Hilbert spaces (46C99) Distributions, generalized functions, distribution spaces (46F99) Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Brownian motion (60J65) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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(8)

• Note on Wagner-Platen's representation of solutions of a general filtering stochastic differential equation
• A certain class of distribution-valued additive functionals. II: For the case of stable process.
• Martingale representation for degenerate diffusions
• Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
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