scientific article; zbMATH DE number 3711108

MaRDI QIDQ3902254zbMATH OpenFDO

Authors Xavier Guyon, Bernard Prum

Publication date 1981

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Cited in

(8)

• Nonlinear filtering equations for two-parameter semimartingales
• Variations de champs Gaussiens stationnaires: Application à l'idéntification. (Variations of stationary Gaussian fields: Application to identification)
• A stochastic calculus for continuous N-parameter strong martingales
• On an extension of Lévy's stochastic area process to higher dimensions
• Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field
• Nonlinear stochastic integral equations in the plane
• Ito's formula for continuous (N,d)-processes
• Local times for a class of multi-parameter processes

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