scientific article; zbMATH DE number 3897938

zbMATH Open0563.60042MaRDI QIDQ3676905FDOQ3676905

Thomas G. Kurtz, Daniel L. Ocone

Publication date: 1985

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

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zbMATH Keywords

martingale problemsuniqueness of the solution

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44)

Cited In (10)

• Non-linear filtering of rare events with large signal-to-noise ratio
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• On uniqueness of solutions for the stochastic differential equations of nonlinear filtering
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• Mixed control problem under partial observation
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• Unique characterization of conditional distributions in nonlinear filtering
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