scientific article

zbMATH Open0668.93075MaRDI QIDQ3822078

Mark H. A. Davis

Publication date: 1987

Title of this publication is not available (Why is that?)

zbMATH Keywords

Wiener processnonlinear filteringpathwise filteringadditive white gaussian noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (9)

Methods of ellipsoidal filtration in nonlinear stochastic systems on manifolds ⋮ Wiener chaos and nonlinear filtering ⋮ Nonlinear filtering and measure-valued processes ⋮ Title not available (Why is that?) ⋮ Nonlinear filters for the generation of smooth trajectories ⋮ McKean--Vlasov SDEs in Nonlinear Filtering ⋮ Title not available (Why is that?) ⋮ On nonlinear filtering problems for discrete time stochastic processes ⋮ On diffusion approximations for filtering

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