scientific article; zbMATH DE number 3845474

zbMATH Open0532.93058MaRDI QIDQ3315409FDOQ3315409

Authors: C. Martias, H. Körezlioğlu 

Publication date: 1984

Title of this publication is not available (Why is that?)

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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)

Cited In (7)

• Title not available (Why is that?)
• A certain class of distribution-valued additive functionals. II: For the case of stable process.
• Title not available (Why is that?)
• Note on Wagner-Platen's representation of solutions of a general filtering stochastic differential equation
• Title not available (Why is that?)
• Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
• Title not available (Why is that?)

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