On a multiplicative functional transformation arising in nonlinear filtering theory

Author:

Davis M. H. A.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference17 articles.

1. Benveniste, A., Jacod, J.: Systèmes de Lévy des processus de Markov. Invent. Math. 21, 183?198 (1973)

2. NATO Advanced Study Institute Series;J.M.C. Clark,1978

3. Davis, M.H.A.: A pathwise solution of the equations of nonlinear filtering; to appear in Teor. Veroyatnost. i Primenen.

4. Davis, M.H.A.: Pathwise solutions and multiplicative functionals in nonlinear filtering. Proc. 18th IEEE Conference on Decision and Control, Ft. Lauderdale, Florida. 1979

5. Friedman, A.: Partial differential equations of parabolic type. Englewood Cliffs, N.J.: Prentice Hall 1964

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