Non-finite-dimensional computability of filters in the presence of entrance boundaries

DOI10.1080/17442509208833743zbMath0757.60037OpenAlexW2079153046MaRDI QIDQ3991733

Daniel L. Ocone

Publication date: 28 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833743

zbMATH Keywords

Markov semigroupstochastic partial differential equationsZakai's equationfinite-dimensional computability

Mathematics Subject Classification ID

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

This page was built for publication: Non-finite-dimensional computability of filters in the presence of entrance boundaries