White noise analysis and nonlinear filtering problems

DOI10.1007/BF01458196zbMath0323.60076MaRDI QIDQ1224382

Takeyuki Hida

Publication date: 1975

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

Brownian functionals and applications ⋮ The role of the Onsager–Machlup Lagrangian in the theory of stationary diffusion process ⋮ Stabilité d'un type élémentaire d'équations diffé rentielles stochastiques à bruits vectoriesl

Cites Work

• Quadratic functionals of Brownian motion
• Multiple Wiener integral
• Stationary Stochastic Processes. (MN-8)

This page was built for publication: White noise analysis and nonlinear filtering problems