On the Nonlinear Filtering Equations for Superprocesses in Random Environment

DOI10.1007/978-3-642-33549-5_16zbMath1276.60092OpenAlexW152859378MaRDI QIDQ2838149

Bronius Grigelionis

Publication date: 8 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33549-5_16

zbMATH Keywords

random environmentDawson-Watanabe superprocessnonlinear filtering equationsmartinagale problem

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Processes in random environments (60K37) Superprocesses (60J68)

Cites Work

• Calcul stochastique et problèmes de martingales
• Stochastic differential equations for the non linear filtering problem
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