The nonlinear filtering problem for the unbounded case
- 1 September 1984
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 18 (1) , 57-66
- https://doi.org/10.1016/0304-4149(84)90161-3
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- A finitely additive white noise approach to nonlinear filteringApplied Mathematics & Optimization, 1983
- Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficientsIEEE Transactions on Automatic Control, 1983
- Nonlinear Filtering of Diffusion ProcessesIFAC Proceedings Volumes, 1981
- Stochastic partial differential equations and filtering of diffusion processesStochastics, 1980
- Fundamental solution and Cauchy problem for a parabolic system with unbounded coefficientsJournal of Differential Equations, 1979
- Uniqueness of positive solutions of parabolic equations with unbounded coefficientsColloquium Mathematicum, 1967
- Sur le problème de Cauchy et les problèmes de Fourier pour les équations paraboliques dans un domaine non bornéAnnales Polonici Mathematici, 1966