Martingale Projection and Linear Filtering in Hilbert Spaces. I: The Theory

DOI10.1137/0316063zbMath0399.93050OpenAlexW2088310237MaRDI QIDQ4184725

Jean-Yves Ouvrard

Publication date: 1978

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0316063

Mathematics Subject Classification ID

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

Related Items (3)

Unnamed Item ⋮ Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces ⋮ Unnamed Item

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