Martingale Projection and Linear Filtering in Hilbert Spaces. I: The Theory
From MaRDI portal
Publication:4184725
DOI10.1137/0316063zbMath0399.93050MaRDI QIDQ4184725
Publication date: 1978
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0316063
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
Related Items
Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces, Unnamed Item, Unnamed Item