Filtrage d'un système càd-làg:application du calcul des variations stochastiques à l'existence d'une densiteé

DOI10.1080/17442509608834075zbMath0871.60036OpenAlexW2052136148MaRDI QIDQ2785312

Laure Coutin

Publication date: 14 April 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834075

zbMATH Keywords

stochastic calculus of variationsZakai equationnonlinear filtering theory

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic calculus of variations and the Malliavin calculus (60H07)

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