On the Feynman-Kac formula and its applications to filtering theory
The Feynman-Kac formula for Markov processes with nonstationary transition probability function is obtained. Dual and converse formulas to the Feynman-Kac formula are obtained, too. Applications of these formulas to nonlinear filtering problems are considered.
Dual and converse formulas to the Feynman-Kac formula
scientific article; zbMATH DE number 4036824