Nonlinear filtering of semi-Dirichlet processes

DOI10.1016/j.spa.2009.09.006zbMath1201.60036OpenAlexW2140528490MaRDI QIDQ1041054

Ze-Chun Hu, Wei Sun, Zhi-Ming Ma

Publication date: 27 November 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2009.09.006

zbMATH Keywords

nonlinear filteringsemi-Dirichlet formWiener chaos expansionfiltering equationdensity equationnoisy observation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Dirichlet forms (31C25) Probabilistic potential theory (60J45)

Related Items (1)

Filtering with marked point process observations via Poisson chaos expansion

Cites Work

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