scientific article; zbMATH DE number 3582989

zbMATH Open0374.60055MaRDI QIDQ4151464FDOQ4151464

Authors: J. Szpirglas 

Publication date: 1978

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1978__14_1_33_0

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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 optimal filtering of diffusion processes
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• Processus de Markov
• Stochastic Differential Equations Occurring in the Estimation of Continuous Parameter Stochastic Processes
• ON THE ABSOLUTE CONTINUITY OF MEASURES CORRESPONDING TO PROCESSES OF DIFFUSION TYPE RELATIVE TO A WIENER MEASURE
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Cited In (16)

• On extending classical filtering equations
• A finitely additive white noise approach to nonlinear filtering
• Particle filters with random resampling times
• Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces
• Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise
• Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
• Title not available (Why is that?)
• Kolmogorov equations on spaces of measures associated to nonlinear filtering processes
• Measure-valued processes in the control of partially-observable stochastic systems
• On uniqueness of solutions for the stochastic differential equations of nonlinear filtering
• On the stochastic differential equations of filtering theory
• On the stochastic differential equations of filtering theory
• Filtering with a small nonlinear term in the signal
• Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach
• Remarks on the finite energy condition in additive white noise filtering
• Nonlinear filtering of semi-Dirichlet processes

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