On filtering equations in infinite dimensions

DOI10.1006/jfan.1996.2970zbMath0880.60043OpenAlexW1990824288MaRDI QIDQ677475

Marco Fuhrman, Nasir Uddin Ahmed, Zabczyk, Jerzy

Publication date: 3 February 1998

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1996.2970

zbMATH Keywords

Zakai equationinfinite-dimensional nonlinear filtering

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)

Related Items (7)

Generalized solutions of HJB equations applied to stochastic control on Hilbert space ⋮ Relatively optimal filtering on a Hilbert space for measure driven stochastic systems ⋮ Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation ⋮ A continuity property for the filter associated to Hilbert-space valued systems ⋮ Nonlinear filtering of semi-Dirichlet processes ⋮ Delay structure of wideband noises with application to filtering problems ⋮ Representation of systems disturbed by wide band noise

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