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

DOI10.1137/1124089MaRDI QIDQ3883232zbMATH OpenOpenAlexFDO

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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