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Séminaire de Probabilités XX 1984/85 pp 34–39Cite as

Sur le theoreme de representation par rapport a l'innovation

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Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1204))

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References

  1. C. DELLACHERIE & P.A. MEYER: "Probabilités et potentiels", tomes 1 et 2, Hermann, Paris (1975 et 1980).

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  2. H.J. ENGELBERT and J. HESS: "Intégral Représentation with respect to stopped Continuous Local Martingales", Stochastic 4 (1980), p. 121–142.

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  3. M. FUJISAKI, G. KALLIANPUR and KUNITA: "Stochastic Differential Equations for the Nonlinear Filtering Problem", Ozaka J. Math. 9 (1972), p. 19–40.

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  4. J. JACOD: "Calcul stochastique et Problèmes de Martingales", L.N. in Math no 714, Springer-Verlag (1979).

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  5. M. PONTIER & J. SZPIRGLAS: "Filtrage non linéaire avec observation sur une variété" — A paraître dans Stochastics, 1985.

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  6. C. STRICKER: "Quelques remarques sur les semi-martingales gaussiennes et le problème de l'innovation", Filtering and Control of Random Processes; Proc. of ENST-CNET Coll, Feb. 23–24 1983; L.N. in Control and Inf. Sc. no 61, Springer-Verlag, p. 260–276.

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  7. J. SZPIRGLAS & MAZZIOTTO: "Modèle général de filtrage non linéire et équations différentielles stochastiques associées", Ann. I.H.P. vol. XV no 2 (1979) p. 147–173.

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Authors
  1. M. Pontier
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  2. C. Stricker
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  3. J. Szpirglas
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Jacques Azéma Marc Yor

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© 1986 Springer-Verlag

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Pontier, M., Stricker, C., Szpirglas, J. (1986). Sur le theoreme de representation par rapport a l'innovation. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XX 1984/85. Lecture Notes in Mathematics, vol 1204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075709

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  • DOI: https://doi.org/10.1007/BFb0075709

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16779-2

  • Online ISBN: 978-3-540-39860-8

  • eBook Packages: Springer Book Archive

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