Some recent results in finitely additive white noise theory (Q1332517)
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scientific article; zbMATH DE number 627450
| Language | Label | Description | Also known as |
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| English | Some recent results in finitely additive white noise theory |
scientific article; zbMATH DE number 627450 |
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Some recent results in finitely additive white noise theory (English)
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13 October 1994
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This is mostly a review paper in which the authors describe results which they have obtained on the subject of finitely additive white noise theory, extending work of \textit{A. V. Balakrishnan} [see, for instance, ``Applied functional analysis'' (1976; Zbl 0333.93051)], and \textit{G. Kallianpur} and \textit{R. L. Karandikar} [see, for instance, ``White noise theory of filtering, prediction and smoothing'' (1988; Zbl 0724.93076)]. Most details are on the definition of conditional expectations, and a result on the representation of a nonlinear filter under the so-called Beneš condition is given. For related information see the paper reviewed above.
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nonlinear filter under the so-called Benes condition
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finitely additive white noise theory
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