Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form

DOI10.1007/BF01442185zbMath0625.60050MaRDI QIDQ579749

Alfredo Germani, Mauro Piccioni

Publication date: 1987

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

Zakai equationcontinuity property of the solutionconvergence criteria for finite-dimensional Galerkin approximations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

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