Filtrage approche et calcul stochastique non causal

DOI10.1017/S0027763000002968zbMath0678.60037MaRDI QIDQ3834797

Monique Pontier

Publication date: 1990

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

nonlinear filteringnoncausal stochastic calculus

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99)

Cites Work

• The Malliavin calculus
• Generalized stochastic integrals and the Malliavin calculus
• A two-sided stochastic integral and its calculus
• The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus
• On a characterization of the Sobolev spaces over an abstract Wiener space
• Approximation d'tun filtre avec observation sur une variete compacte
• Malliavin's stochastic calculus of variations for manifold-valued Wiener functionals and its applications

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