scientific article; zbMATH DE number 4001996

MaRDI QIDQ3754526zbMATH OpenFDO

Authors Ravi R. Mazumdar, Arunabha Bagchi

Publication date 1986

zbMATH Keywords

nonlinear filteringfinitely additive white noise approachtwo parameter diffusion processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Nonlinear systems in control theory (93C10)

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• Remarks on the finite energy condition in additive white noise filtering

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