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A general stochastic equation for the non-linear filtering problem

  • Gopinath Kallianpur
Optimal Control
Part of the Lecture Notes in Computer Science book series (LNCS, volume 27)

Keywords

Stochastic Differential Equation Wiener Process Observation Process Standard Wiener Process Stochastic Differential Equa 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

References

  1. [1].
    C. Dellacherie, Capacites et Processus Stochastiques, Ergebnisse der Mathematik und ihrer Grenzgebiete, Band 67 (1972).Google Scholar
  2. [2].
    M. Fujisaki, G. Kallianpur and H. Kunita, Stochastic differential equations for the nonlinear filtering problem, Osaka Journal of Mathematics, 9, (1972).Google Scholar
  3. [3].
    P.A. Meyer, Sur un problème de filtration, Séminaire de Probabilitès VII, Lecture Notes in Mathematics, Springer-Verlag (1973).Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 1975

Authors and Affiliations

  • Gopinath Kallianpur
    • 1
  1. 1.Department of MathematicsUniversity of MinnesotaUSA

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