scientific article; zbMATH DE number 3813481

MaRDI QIDQ3661437zbMATH OpenFDO

Authors Sanjoy K. Mitter

Publication date 1982

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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