A finitely additive white noise approach to nonlinear filtering
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Publication:594830
DOI10.1007/BF01448384zbMath0525.93063OpenAlexW2026462166MaRDI QIDQ594830
Gopinath Kallianpur, Rajeeva L. Karandikar
Publication date: 1983
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01448384
nonlinear filteringfinitely additive probability measuredeterministic Zakai equationwhite noise approach
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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