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zbMath0794.62070MaRDI QIDQ3138646

Hiroshi Kunita

Publication date: 12 September 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

noise stochastic differential equation weak convergence Gaussian process spaces of continuous functions filtering almost sure convergence continuous linear operator stability of the filter Kallianpur-Striebel filter representation Wiener process law

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

Identification of a Markovian system with observations corrupted by a fractional Brownian motion

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