Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering

Applied Mathematics and Optimization

Volumn 35, Issue 1, 1997, Pages 91-116

  Budhiraja, A ^a   Kallianpur, G ^a  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; BOUNDARY CONDITIONS; ERROR ANALYSIS; FOURIER TRANSFORMS; INTEGRAL EQUATIONS; ITERATIVE METHODS; PARTIAL DIFFERENTIAL EQUATIONS;

FEYNMAN STRATONOVICH SEMIGROUP; MULTIPLE STRATONOVICH INTEGRALS; MULTIPLE WIENER INTEGRAL REPRESENTATIONS; NONLINEAR FILTERING; ZAKAI EQUATION;

SIGNAL FILTERING AND PREDICTION;

EID: 0030735489     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002459900039     Document Type: Article

References (19)