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Filtering equations for infinite dimensional non-linear filtering problems

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Measure Theory and its Applications

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1033))

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References

  1. M. FUJISAKI, G. KALLIANPUR and H. KUNITA; Stochastic Differential Equations for the Nonlinear Filtering Problem, Osaka J. Math. 9 (1972), 19–40.

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  2. G. KALLIANPUR: Stochastic Filtering Theory. Springer, 1980.

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  3. H. KUNITA: Stochastic Partial Differential Equations connected with Non-linear Filtering. Lecture Notes in Mathematics, Vol. 972 (1983), Springer.

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  4. R. S. LIPSTER and A. N. SHIRYAYEV: Statistics of Random Processes I (1977), II (1978), Springer.

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  5. Y. MIYAHARA: Infinite Dimensional Langevin Equation and Fokker-Planck Equation. Nagoya Math. J. 81 (1981), 177–223.

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  6. Y. MIYAHARA: Stochastic Evolution Equations and White Noise Analysis Carleton Mathematical Lecture Note, No. 42 (1982).

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Author information

Authors and Affiliations

  1. Nagoya City University, Mizuhocho, Mizuhoku, 467, Nagoya, Japan

    Yoshio Miyahara

Authors
  1. Yoshio Miyahara
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Jean-Marc Belley Jacques Dubois Pedro Morales

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© 1983 Springer-Verlag

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Miyahara, Y. (1983). Filtering equations for infinite dimensional non-linear filtering problems. In: Belley, JM., Dubois, J., Morales, P. (eds) Measure Theory and its Applications. Lecture Notes in Mathematics, vol 1033. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099860

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  • DOI: https://doi.org/10.1007/BFb0099860

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12703-1

  • Online ISBN: 978-3-540-38690-2

  • eBook Packages: Springer Book Archive

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