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zbMath0567.93068MaRDI QIDQ3684011

Alfredo Germani, Mauro Piccioni

Publication date: 1984

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

zbMATH Keywords

Hilbert space nonlinear filtering Zakai equation mild stochastic differential equation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form

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