On diffusion approximations for filtering-Reference-Cited by-同舟云学术

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On diffusion approximations for filtering

Published:1991-08 Issue:2 Volume:38 Page:205-238
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Liptser Robert Sh.,Runggaldier Wolfgang J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference8 articles.

1. Convergence of Probability Measures;Billingsley,1979

2. Integral inequalities for convex functions of operators on martingales;Burkholder,1972

3. Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory;Kushner,1984

4. Filtering and control for wide bandwidth noise driven systems;Kushner;IEEE Transactions,1987

5. Theory of Martingales;Liptser,1989

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Structure of Local Martingales, Absolute Continuity of Measures for Point Processes, and Filtering;Stochastic Modelling and Applied Probability;2001

2. Asymptotically Optimal Filtering;Stochastic Modelling and Applied Probability;2001

3. Robust Algorithms of the Type of Stochastic Approximation (Continuous Time);Theory of Probability & Its Applications;1996-01

4. Nonlinear filters for linear models (a robust approach);IEEE Transactions on Information Theory;1995-07

5. Limits of conditional expectations;IEEE Transactions on Information Theory;1993

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