Equations of non-linear filtering; and application to stochastic control with partial observation-Reference-Cited by-同舟云学术

Equations of non-linear filtering; and application to stochastic control with partial observation

Published:1982 Issue: Volume: Page:208-248
ISSN:0075-8434
Container-title:Lecture Notes in Mathematics
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Author:

Pardoux E.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0064863

Reference27 articles.

1. A. BENSOUSSAN.-On the equation of nonlinear filtering. Manuscript (1981).

2. J.M. BISMUT.-Partially observed diffusions and their control Siam J. control, to appear

3. J.M. BISMUT-D. MICHEL.-Diffusions Conditionnelles. I.Hypoellipticité partielle. J. of Functional Analysis 44, 174–211 (1981).

4. P. BREMAUD.-Prédiction, Filtrage et détection pour une observation mixte: méthode de la probabilité de référence. Thèse Doctorat, Univ-Paris VI (1976).

5. B. CIREL'SON.-An example of a stochastic differential equation not possessing a strong solution. Theory of Probability and its applications 20, 427–430 (1975).

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