Abstract
The paper gives a survey of recent progress in nonlinear filtering theory including a description of the newly developed finitely additive approach.
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This research is supported by AFOSR Contract No. F49620 82 C 0009.
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Kallianpur, G., Karandikar, R.L. Some recent developments in nonlinear filtering theory. Acta Appl Math 1, 399–434 (1983). https://doi.org/10.1007/BF00120483
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DOI: https://doi.org/10.1007/BF00120483