Wiener chaos and nonlinear filtering
From MaRDI portal
Publication:861498
DOI10.1007/s00245-006-0871-4zbMath1106.60051OpenAlexW2163182328MaRDI QIDQ861498
Publication date: 29 January 2007
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-006-0871-4
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (2)
On the anticipative nonlinear filtering problem and its stability ⋮ A simulation approach to optimal stopping under partial information
This page was built for publication: Wiener chaos and nonlinear filtering
