Some recent results in finitely additive white noise theory

DOI10.1007/BF00994910zbMath0820.60027OpenAlexW1994227200MaRDI QIDQ1332517

Arunabha Bagchi, Ravi R. Mazumdar

Publication date: 13 October 1994

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00994910

zbMATH Keywords

finitely additive white noise theorynonlinear filter under the so-called Benes condition

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Boundary value problems for stochastic differential equations
• White noise in atmospheric optics
• White noise theory of robust nonlinear filtering with correlated state and observation noises
• On nonlinear transformations of Gaussian measures
• A Radon-Nikodym theorem for finitely additive set functions
• A Weierstrass theorem for real, separable Hilbert spaces
• Integration and Nonlinear Transformations In Hilbert Space
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• On Radon-Nikodym derivatives of finitely-additive measures induced by nonlinear transformations on hilbert space
• Riemann-Stieltjes approximations of stochastic integrals
• The Transformation of Wiener Integrals by Nonlinear Transformations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Some recent results in finitely additive white noise theory