scientific article; zbMATH DE number 3311313

MaRDI QIDQ5591841zbMATH OpenFDO

Authors Charlotte Striebel, Gopinath Kallianpur

Publication date 1969

zbMATH Keywords

control theory

Mathematics Subject Classification ID

Stochastic processes (60G99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited in

(11)

• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
• Large deviations for interacting particle systems: Applications to non-linear filtering
• Nonlinear filtering for jump-diffusions
• A backward particle interpretation of Feynman-Kac formulae
• The filtering equations revisited
• Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering
• Hybrid stochastic epidemic SIR models with hidden states
• On the Itô--Wentzell formula for distribution-valued processes and related topics
• Interchanging the order of differentiation and stochastic integration
• A filtering approach to tracking volatility from prices observed at random times
• Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes

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