On the Equivalence of \sigma -Algebras in the Filtering Problem of Diffusion Processes

DOI10.1137/1124089zbMATH Open0441.60042OpenAlexW2073038650MaRDI QIDQ3883232FDOQ3883232

Authors: N. V. Krylov 

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1124089

zbMATH Keywords

filtration of diffusion processes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (1)

• A partial history of the early development of continuous-time nonlinear stochastic systems theory

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