The Zakai forms of the prediction and smoothing equations (Corresp.)

DOI10.1109/TIT.1986.1057246MaRDI QIDQ3757076zbMATH OpenFDO

Authors Robert J. Elliott, Peter L. Antonelli

Publication date 1986

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

prediction and smoothingZakai equation for filtering

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35)

Recommendations

• On a general class of stochastic partial differential equations
• On the stochastic differential equations of filtering theory
• On the stochastic differential equations of filtering theory
• Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises
• scientific article; zbMATH DE number 503105

Cited in

(5)

• A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing
• A special semimartingale derivation of smoothing and prediction equations
• Multiple time-scale diffusion models of starfish and coral state changes over the whole great barrier reef
• Nonlinear prediction of crown–of–thorns outbreaks on the great barrier reef
• A brief introduction to Volterra-Hamilton theory in ecological modelling

This page was built for publication: The Zakai forms of the prediction and smoothing equations (Corresp.)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3757076)