Nonlinear filtering with a symmetric space valued discontinuous observation

DOI10.1080/07362999408809363zbMath0820.60028OpenAlexW2043469339MaRDI QIDQ4309976

Patrick Florchinger, Anne Estrade, Monique Pontier

Publication date: 28 November 1994

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

Full work available at URL: https://doi.org/10.1080/07362999408809363

zbMATH Keywords

symmetric spacefilteringZakai equationmultiplicative action

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) Martingales with continuous parameter (60G44)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic systems in Riemannian manifolds
• Nonlinear Filtering in Rieznnnnifln Manifolds
• Transformations of the Brownian motion on a Riemannian symmetric space
• Filtering with Observations on a Riemannian Symmetric Space
• Nonlinear filtering with counting observations
• [https://portal.mardi4nfdi.de/wiki/Publication:4155579 Sur l'int�grabilit� uniforme des martingales exponentielles]
• Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach
• On the unnormalized solution of the filtering problem with counting process observations

This page was built for publication: Nonlinear filtering with a symmetric space valued discontinuous observation