Characterization of the optimal filter: the non markov case
Author:
Affiliation:
1. a Indian Statistical Institute , 7, S.J.S. Sansanwal Marg, New Delhi, 110016, India
2. b Indian Statistical Institute , 7, S.J.S. Sansanwal Marg, New Delhi, 110016, India
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442509908834193
Reference18 articles.
1. Occupation measures for controlled Markov processes: characterization and optimality
2. Uniqueness and Robustness of Solution of Measure-Valued Equations of Nonlinear Filtering
3. Invariant Measures and Evolution Equations for Markov Processes Characterized Via Martingale Problems
4. Un théorème d'unicité pour l'equation de zakaï
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1. Rajeeva Laxman Karandikar: An Appreciation;Indian Statistical Institute Series;2024
2. Linear filtering with Ornstein-Ulhenbeck process as noise;Sadhana;2006-04
3. On characterisation of Markov processes via martingale problems;Proceedings of the Indian Academy of Sciences - Section A;2006-02
4. Robustness of the nonlinear filter: the correlated case;Stochastic Processes and their Applications;2002-01
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