Skip to main content

Filtering equations for infinite dimensional non-linear filtering problems

  • 612 Accesses

Part of the Lecture Notes in Mathematics book series (LNM,volume 1033)

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   34.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   46.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. M. FUJISAKI, G. KALLIANPUR and H. KUNITA; Stochastic Differential Equations for the Nonlinear Filtering Problem, Osaka J. Math. 9 (1972), 19–40.

    MathSciNet  MATH  Google Scholar 

  2. G. KALLIANPUR: Stochastic Filtering Theory. Springer, 1980.

    Google Scholar 

  3. H. KUNITA: Stochastic Partial Differential Equations connected with Non-linear Filtering. Lecture Notes in Mathematics, Vol. 972 (1983), Springer.

    Google Scholar 

  4. R. S. LIPSTER and A. N. SHIRYAYEV: Statistics of Random Processes I (1977), II (1978), Springer.

    Google Scholar 

  5. Y. MIYAHARA: Infinite Dimensional Langevin Equation and Fokker-Planck Equation. Nagoya Math. J. 81 (1981), 177–223.

    CrossRef  MathSciNet  MATH  Google Scholar 

  6. Y. MIYAHARA: Stochastic Evolution Equations and White Noise Analysis Carleton Mathematical Lecture Note, No. 42 (1982).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 1983 Springer-Verlag

About this paper

Cite this paper

Miyahara, Y. (1983). Filtering equations for infinite dimensional non-linear filtering problems. In: Belley, JM., Dubois, J., Morales, P. (eds) Measure Theory and its Applications. Lecture Notes in Mathematics, vol 1033. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099860

Download citation

  • DOI: https://doi.org/10.1007/BFb0099860

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12703-1

  • Online ISBN: 978-3-540-38690-2

  • eBook Packages: Springer Book Archive