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

DOI10.1109/TIT.1986.1057246zbMATH Open0621.60051MaRDI QIDQ3757076FDOQ3757076

Robert J. Elliott, Peter L. Antonelli

Publication date: 1986

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

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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)

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

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