scientific article; zbMATH DE number 3856964

zbMATH Open0538.93063MaRDI QIDQ3325599FDOQ3325599

Authors: Héctor J. Sussmann 

Publication date: 1984

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

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zbMATH Keywords

nonlinear filteringpathwise filtering

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) Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99) Estimation and detection in stochastic control theory (93E10)

Cited In (3)

• Path continuity of the nonlinear filter
• Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem
• On the degenerate parabolic partial differential equations of nonlinear filtering

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