Add to ORKGpeer reviewedIn this paper, we derive the Kushner-Stratonovich and the Zakai equation for the lter and the unnormalized lter associated with a nonlinear ltering problem with correlated noises, bounded coe cients and a signal process evolving in an in nite dimensional space. A robust form of the Zakai equation is established when the noises are independent
We study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with mult...
We consider a filtering model where the noise is an Ornstein-Uhlenbeck process independent of the si...
AbstractGlobal existence and uniqueness is proved for a stochastic reaction-diffusion equation with ...
peer reviewedIn this paper, we derive the Kushner-Stratonovich and the Zakai equation for the lter...
In this paper, we investigate a nonlinear ¯ltering problem with correlated noises, bounded coe±cient...
This paper deals with a nonlinear filtering problem in which a multi-dimensional signal process is a...
In this paper we study a nonlinear filtering problem for a general Markovian partially observed syst...
AbstractThe finitely additive nonlinear filtering problem for the model yt = ht(Xt)+et is solved whe...
AbstractIn the nonlinear filtering model with signal and observation noise independent, we show that...
In the nonlinear filtering model with signal and observation noise independent, we show that the fil...
peer reviewedThis paper deals with the problem of estimating a state process, the measurements of w...
Faculty of Science, School of Statistics & Actuarial Science, MSC DissertationThis thesis follows a ...
Calvia A, Ferrari G. Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochasti...
We propose a novel small time approximation for the solution to the Zakai equation from nonlinear fi...
"October, 1982."Bibliography: leaf [7]Air Force Office of Scientific Research Grant No. AF-AFOSR 82-...
We study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with mult...
We consider a filtering model where the noise is an Ornstein-Uhlenbeck process independent of the si...
AbstractGlobal existence and uniqueness is proved for a stochastic reaction-diffusion equation with ...
peer reviewedIn this paper, we derive the Kushner-Stratonovich and the Zakai equation for the lter...
In this paper, we investigate a nonlinear ¯ltering problem with correlated noises, bounded coe±cient...
This paper deals with a nonlinear filtering problem in which a multi-dimensional signal process is a...
In this paper we study a nonlinear filtering problem for a general Markovian partially observed syst...
AbstractThe finitely additive nonlinear filtering problem for the model yt = ht(Xt)+et is solved whe...
AbstractIn the nonlinear filtering model with signal and observation noise independent, we show that...
In the nonlinear filtering model with signal and observation noise independent, we show that the fil...
peer reviewedThis paper deals with the problem of estimating a state process, the measurements of w...
Faculty of Science, School of Statistics & Actuarial Science, MSC DissertationThis thesis follows a ...
Calvia A, Ferrari G. Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochasti...
We propose a novel small time approximation for the solution to the Zakai equation from nonlinear fi...
"October, 1982."Bibliography: leaf [7]Air Force Office of Scientific Research Grant No. AF-AFOSR 82-...
We study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with mult...
We consider a filtering model where the noise is an Ornstein-Uhlenbeck process independent of the si...
AbstractGlobal existence and uniqueness is proved for a stochastic reaction-diffusion equation with ...