Nonlinear filtering equations for two-parameter semimartingales

DOI10.1016/0304-4149(83)90035-2zbMath0516.60061OpenAlexW1999851152MaRDI QIDQ1052745

J. Szpirglas, Gerald Mazziotto, Hayri Korezlioglu

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90035-2

zbMATH Keywords

Girsanov transformation

Mathematics Subject Classification ID

Random fields (60G60) Filtering in stochastic control theory (93E11) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (2)

A bidimensional approach to mortality risk ⋮ Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise

Cites Work

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