Filtering on manifolds

DOI10.1007/BF00994916zbMath0815.60054MaRDI QIDQ1332524

István Gyöngy

Publication date: 30 June 1995

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

zbMATH Keywords

Wiener processstochastic calculusStratonovich stochastic differential equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• On stochastic partial differential equations with unbounded coefficients
• Stochastic partial differential equations on manifolds. I
• Filtrage non lineaire avec observation sur une variete
• Some filtering results in Riemann manifolds

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