Martingale Projection and Linear Filtering in Hilbert Spaces. I: The Theory

DOI10.1137/0316063MaRDI QIDQ4184725zbMATH OpenOpenAlexFDO

Authors Jean-Yves Ouvrard

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

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

Cited in

(3)

• Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces
• scientific article; zbMATH DE number 3768706 (Why is no real title available?)
• scientific article; zbMATH DE number 3620798 (Why is no real title available?)

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