Path continuity of the nonlinear filter

DOI10.1016/S0167-7152(01)00068-2zbMath0988.60029OpenAlexW1964272218MaRDI QIDQ5950017

Abhay G. Bhatt, Rajeeva L. Karandikar

Publication date: 30 June 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00068-2

zbMATH Keywords

nonlinear filteringpath continuity

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44) Sample path properties (60G17)

Related Items (1)

Robustness of the nonlinear filter: the correlated case.

Cites Work

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• Semimartingales: A course on stochastic processes
• Robustness of the nonlinear filter

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