Some recent results in finitely additive white noise theory-Reference-Cited by-同舟云学术

Some recent results in finitely additive white noise theory

Published:1994-05 Issue:1-2 Volume:35 Page:27-47
ISSN:0167-8019
Container-title:Acta Applicandae Mathematicae
language:en
Short-container-title:Acta Appl Math

Author:

Bagchi Arunabha,Mazumdar Ravi

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Link

http://link.springer.com/content/pdf/10.1007/BF00994910.pdf

Reference24 articles.

1. Bagchi, A.: Cylindrical measures in Hilbert space and likelihood ratio for two-parameter signals in additive white noise,Control Theory Advanced Technol. 1 (1985), 139?153.

2. Bagchi, A. and Karandikar, R.: White noise theory of robust nonlinear filtering with correlated state and observation noises,Systems Control Lett. 1994 (to appear).

3. Bagchi, A. and Mazumdar, R.: On Radon-Nikodym derivatives of finitely additive measures induced by nonlinear transformations on Hilbert space,J. Nonlinear Anal. 21 (1993), 879?902.

4. Balakrishnan, A. V.:Applied Functional Analysis, 2nd edn, Springer-Verlag, New York, 1981.

5. Ben?s, V. E.: Exact finite dimensional filters for certain diffusions with nonlinear drift,Stochastics 5 (1981), 65?82.

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