Some recent results in finitely additive white noise theory
This is mostly a review paper in which the authors describe results which they have obtained on the subject of finitely additive white noise theory, extending work of \textit{A. V. Balakrishnan} [see, for instance, ``Applied functional analysis'' (1976; Zbl 0333.93051)], and \textit{G. Kallianpur} and \textit{R. L. Karandikar} [see, for instance, ``White noise theory of filtering, prediction and smoothing'' (1988; Zbl 0724.93076)]. Most details are on the definition of conditional expectations, and a result on the representation of a nonlinear filter under the so-called Beneš condition is given. For related information see the paper reviewed above.
nonlinear filter under the so-called Benes condition
scientific article; zbMATH DE number 627450
scientific article