scientific article; zbMATH DE number 4211187

MaRDI QIDQ3357994zbMATH OpenFDO

Authors B. Rozovskii

Publication date 1991

zbMATH Keywords

Kushner and Zakai equations for diffusion processesnonlinear filteringuniqueness

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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(10)

• Nonlinear filtering problem with contamination
• On uniqueness of solutions for the stochastic differential equations of nonlinear filtering
• A stabilizing controller for jump linear Gaussian systems with noisy state observations
• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• On the convergence of the wavelet-Galerkin method for nonlinear filtering
• scientific article; zbMATH DE number 4109773 (Why is no real title available?)
• Dimension reduction in statistical estimation of partially observed multiscale processes
• Extension d'un theoreme d'unicite pour l'equation de Zakai
• Filtering the Maximum Likelihood for Multiscale Problems
• A filtering approach to tracking volatility from prices observed at random times

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