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)


Stochastic Differential Equation Wiener Process Observation Process Standard Wiener Process Stochastic Differential Equa 
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  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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