On uniqueness of solutions for the stochastic differential equations of nonlinear filtering (Q1872446)
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scientific article; zbMATH DE number 1906232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On uniqueness of solutions for the stochastic differential equations of nonlinear filtering |
scientific article; zbMATH DE number 1906232 |
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On uniqueness of solutions for the stochastic differential equations of nonlinear filtering (English)
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6 May 2003
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The authors study the uniqueness for the stochastic differential equations of nonlinear filtering from a point of view similar to that of \textit{J. Szpirglas} [Ann. Inst. Henri Poincaré, n. Sér., Sect. B 14, 33-59 (1978; Zbl 0374.60055)], but for a nonlinear filtering problem in which there is dependence of the signal on the observations.
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