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Remarks on pathwise nonlinear filtering

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Part of the Lecture Notes in Mathematics book series (LNM,volume 979)

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References

  • Clark, J.M.C. [1978], The Design of Robust Approximations to the Stochastic Differential Equations of Nonlinear Filtering, in Communication Systems and Random Process Theory: ed. J.K. Skwirzynski, Sithoff and Noordhoff.

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  • Fleming, W.H., and Mitter, S.K. [1982], Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes, to appear Stochastics.

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  • Lions, J.L., and Magenes, E. [1968], Problèmes aux limites non homogènes et applications, Vol. 1., Dunod, Paris.

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  • Simon, B. [1979], Functional Integration and Quantum Physics, Academic Press, New York.

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  • Sussman, H. [1981], Rigorous Results on the Cubic Sensor Problem in Nonlinear Filtering and Stochastic Mechanics in Stochastic Systems: The Mathematics of Filtering and Identification and Applications: eds. M. Hazewinkel and J.C. Willems, pp. 479–503, D. Reidel Publishing Company.

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© 1983 Springer-Verlag

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Mitter, S.K. (1983). Remarks on pathwise nonlinear filtering. In: Cecconi, J.P., Zolezzi, T. (eds) Mathematical Theories of Optimization. Lecture Notes in Mathematics, vol 979. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0066257

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  • DOI: https://doi.org/10.1007/BFb0066257

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11999-9

  • Online ISBN: 978-3-540-39473-0

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