Nonlinear filtering with signal dependent observation noise
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Publication:1039166
DOI10.1214/EJP.V14-687zbMath1191.60050OpenAlexW2047248707MaRDI QIDQ1039166
Michael A. Kouritzin, Jie Xiong, Dan Crisan
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/230882
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Continuity and singularity of induced measures (60G30)
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