Publication:3966020

zbMath0499.93057MaRDI QIDQ3966020

Wolfgang J. Runggaldier, Giovanni B. Di Masi

Publication date: 1982

zbMATH Keywords

nonlinear filtering; finite-dimensional filters; robust approximations; mixed observations

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93B35: Sensitivity (robustness)

62L20: Stochastic approximation

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Related Items

Robustness of the nonlinear filter, Nonlinear filtering for jump-diffusions, Markov chain approximations to filtering equations for reflecting diffusion processes.