On Uniqueness of Solutions for the Stochastic Differential Equations of Nonlinear Filtering
Lucic, Vladimir M. ; Heunis, Andrew J.
Ann. Appl. Probab., Tome 11 (2001) no. 2, p. 182-209 / Harvested from Project Euclid
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We study a nonlinear filtering problem in which the signal to be estimated is conditioned by the observations. The main results establish pathwise uniqueness for the unnormalized filter equation and uniqueness in law for the normalized and unnormalized filter equations.
Publié le : 2001-02-14
Classification:  nonlinear filter equations,  weak solutions,  uniqueness,  60G35,  60G44,  60G57 
@article{998926990,
     author = {Lucic, Vladimir M. and Heunis, Andrew J.},
     title = {On Uniqueness of Solutions for the Stochastic Differential Equations of Nonlinear Filtering},
     journal = {Ann. Appl. Probab.},
     volume = {11},
     number = {2},
     year = {2001},
     pages = { 182-209},
     language = {en},
     url = {http://dml.mathdoc.fr/item/998926990}
}

Lucic, Vladimir M.; Heunis, Andrew J. On Uniqueness of Solutions for the Stochastic Differential Equations of Nonlinear Filtering. Ann. Appl. Probab., Tome 11 (2001) no. 2, pp.  182-209. http://gdmltest.u-ga.fr/item/998926990/