Zakai equations for hilbert space valued processes∗

DOI10.1080/07362999808809552MaRDI QIDQ4208308zbMATH OpenOpenAlexFDO

Authors Robert J. Elliott, John Moore

Publication date 1 September 1998

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999808809552

zbMATH Keywords

Hilbert spacestochastic differential equationZakai equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Filtering in stochastic control theory (93E11)

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