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Nonlinear Stochastic Filtering: A Brief Survey

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Abstract

In this article, we give a brief review of the results of the author and his colleagues working in nonlinear stochastic filtration.

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Authors and Affiliations

  1. University of North Carolina, Chapel Hill, N.C., USA

    G. Kallianpur

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  1. G. Kallianpur
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Kallianpur, G. Nonlinear Stochastic Filtering: A Brief Survey. Journal of Mathematical Sciences 120, 1364–1371 (2004). https://doi.org/10.1023/B:JOTH.0000016054.72184.e4

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  • DOI: https://doi.org/10.1023/B:JOTH.0000016054.72184.e4

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