Zakai equations for hilbert space valued processes∗

DOI10.1080/07362999808809552zbMath0910.60031OpenAlexW2046610864MaRDI QIDQ4208308

John B. Moore, Robert J. Elliott

Publication date: 1 September 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999808809552

zbMATH Keywords

stochastic differential equationHilbert spaceZakai equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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