Smoothness properties of the conditional expectation in finitely additive white noise filtering

DOI10.1016/0047-259X(88)90129-7zbMath0656.60054OpenAlexW1989682236MaRDI QIDQ1110191

Hans-Peter Hucke, Rajeeva L. Karandikar, Gopinath Kallianpur

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(88)90129-7

zbMATH Keywords

nonlinear filtering modelcanonical cylinder Gaussian measurefinitely dimensional orthoprojector

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Axioms; other general questions in probability (60A05)

Cites Work

• White noise calculus and nonlinear filtering theory

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