A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations

  • Thomas G. Kurtz
  • Daniel Ocone
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 69)


Brownian Motion Conditional Distribution Sample Path Local Martingale Martingale Problem 
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Copyright information

© Springer-Verlag 1985

Authors and Affiliations

  • Thomas G. Kurtz
    • 1
  • Daniel Ocone
    • 2
  1. 1.Department of MathematicsUniversity of Wisconsin-MadisonMadison
  2. 2.Department of MathematicsRutgers UniversityNew Brunswick

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