Path continuity of the nonlinear filter

Statistics and Probability Letters

Volumn 54, Issue 1, 2001, Pages 75-78

  Bhatt, Abhay G ^a   Karandikar, Rajeeva L ^a  

^a INDIAN STATISTICAL INSTITUTE   (India)

Author keywords

60G44; 62M20; Nonlinear filtering; Path continuity; Primary 60G35; Secondary 60G17

Indexed keywords

EID: 0008286692     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00068-2     Document Type: Article

References (5)

1. Bhatt A.G., Kallianpur G., Karandikar R.L. Robustness of the optimal filter. Stoch. Processes Appl. 81:1999;247-254.
2. Kallianpur G. Stochastic Filtering Theory. 1980;Springer, Berlin.
3. Kallianpur G., Karandikar R.L. White Noise Theory of Prediction, Filtering and Smoothing. 1988;Gordon and Breach, New York.
4. Métivier M. Semimartingales. 1982;Walter de Gruyter, Berlin.
5. Yor, M., 1977. Sur les théories du filtrage et de la prédiction. Séminaire de Probabilités XI LNM, Vol. 581. Springer, Berlin, pp. 257-297.