Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise (Q5215007)
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scientific article; zbMATH DE number 7163651
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise |
scientific article; zbMATH DE number 7163651 |
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Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise (English)
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5 February 2020
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Zakai equation
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Kushner-Stratonovich equation
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uniqueness in joint law
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pathwise uniqueness
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