scientific article; zbMATH DE number 3582989

MaRDI QIDQ4151464zbMATH OpenFDO

Authors J. Szpirglas

Publication date 1978

Full work available at URL http://www.numdam.org/item?id=AIHPB_1978__14_1_33_0, https://eudml.org/doc/77079

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

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• ON THE ABSOLUTE CONTINUITY OF MEASURES CORRESPONDING TO PROCESSES OF DIFFUSION TYPE RELATIVE TO A WIENER MEASURE
• On the optimal filtering of diffusion processes
• On the uniqueness of solutions of stochastic differential equations
• Processus de Markov
• Stochastic Differential Equations Occurring in the Estimation of Continuous Parameter Stochastic Processes
• Stochastic differential equations for the non linear filtering problem

Cited in

(16)

• Nonlinear filtering of semi-Dirichlet processes
• On the stochastic differential equations of filtering theory
• On the stochastic differential equations of filtering theory
• On extending classical filtering equations
• Filtering with a small nonlinear term in the signal
• Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
• Particle filters with random resampling times
• scientific article; zbMATH DE number 3664110 (Why is no real title available?)
• Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise
• Kolmogorov equations on spaces of measures associated to nonlinear filtering processes
• A finitely additive white noise approach to nonlinear filtering
• Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach
• Measure-valued processes in the control of partially-observable stochastic systems
• On uniqueness of solutions for the stochastic differential equations of nonlinear filtering
• Remarks on the finite energy condition in additive white noise filtering
• Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces

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