Stochastic equations of optimal nonlinear filtering of random fields

DOI10.1007/BF02367753zbMath0842.60042OpenAlexW2057135988MaRDI QIDQ1905203

E. N. Derieva

Publication date: 1 August 1996

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02367753

zbMATH Keywords

generalized Itô fieldrepresentation of the Itô fieldstochastic equations of optimal nonlinear filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

Absolutely continuous change of measure in stochastic differential equations

Cites Work

• Stochastic integrals in the plane
• Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
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