scientific article

zbMath0488.60054MaRDI QIDQ3949748

Claude Martias

Publication date: 1981

Full work available at URL: http://www.numdam.org/item?id=ASCFM_1981__69_19_87_0

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zbMATH Keywords

filtering for Hilbert space valued stochastic processes

Mathematics Subject Classification ID

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

Cites Work

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• [https://portal.mardi4nfdi.de/wiki/Publication:4064791 Un th�or�me de repr�sentation pour les martingales discontinues]
• [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]
• Martingale Projection and Linear Filtering in Hilbert Spaces. I: The Theory
• On the optimal filtering of diffusion processes

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