scientific article; zbMATH DE number 3845474

MaRDI QIDQ3315409zbMATH OpenFDO

Authors C. Martias, H. Körezlioğlu

Publication date 1984

zbMATH Keywords

martingale representationnonlinear filteringdistribution-valued Brownian motion

Mathematics Subject Classification ID

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

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(8)

• scientific article; zbMATH DE number 1279059 (Why is no real title available?)
• A certain class of distribution-valued additive functionals. II: For the case of stable process.
• Martingale representation for degenerate diffusions
• scientific article; zbMATH DE number 3854129 (Why is no real title available?)
• Note on Wagner-Platen's representation of solutions of a general filtering stochastic differential equation
• scientific article; zbMATH DE number 4011568 (Why is no real title available?)
• Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
• scientific article; zbMATH DE number 3951702 (Why is no real title available?)

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