White Noise Calculus and Nonlinear Filtering Theory
Kallianpur, G. ; Karandikar, R. L.
Ann. Probab., Tome 13 (1985) no. 4, p. 1033-1107 / Harvested from Project Euclid
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A self-contained outline of recent work on the white noise approach to nonlinear filtering is given together with the necessary background of white noise calculus.
Publié le : 1985-11-14
Classification:  Finitely additive white noise,  optimal filter,  lifting,  quasicylindrical mapping,  conditional expectation,  Bayes formula,  robustness,  60A05,  60G35,  60H15 
@article{1176992798,
     author = {Kallianpur, G. and Karandikar, R. L.},
     title = {White Noise Calculus and Nonlinear Filtering Theory},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 1033-1107},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992798}
}

Kallianpur, G.; Karandikar, R. L. White Noise Calculus and Nonlinear Filtering Theory. Ann. Probab., Tome 13 (1985) no. 4, pp.  1033-1107. http://gdmltest.u-ga.fr/item/1176992798/