scientific article; zbMATH DE number 3856964

MaRDI QIDQ3325599zbMATHFDO

Authors Héctor J. Sussmann

Publication date 1984

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)

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Cited in

(3)

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

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