On the innovations conjecture of nonlinear filtering with dependent data

DOI10.1214/EJP.V13-585zbMath1191.60051OpenAlexW2158870487WikidataQ122957290 ScholiaQ122957290MaRDI QIDQ1039086

Vladimir M. Lucic, Andrew J. Heunis

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/224126

zbMATH Keywords

nonlinear filterinnovations conjecturepathwise-uniqueness

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise

This page was built for publication: On the innovations conjecture of nonlinear filtering with dependent data