scientific article; zbMATH DE number 3813481

zbMATH Open0514.93062MaRDI QIDQ3661437FDOQ3661437

Sanjoy K. Mitter

Publication date: 1982

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

zbMATH Keywords

nonlinear filteringinnovations methodLie algebra approachpathwise approach to filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Infinite-dimensional Lie (super)algebras (17B65)

Cited In (1)

• Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation

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