Some recent results in finitely additive white noise theory
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Publication:1332517
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
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
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- On nonlinear transformations of Gaussian measures
- A Radon-Nikodym theorem for finitely additive set functions
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- 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
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