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Volumn 109, Issue 2, 1997, Pages 217-244

Nonlinear filtering and measure-valued processes

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EID: 0031256242     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050131     Document Type: Article
Times cited : (54)

References (20)
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    • Exact finite-dimensional filters for certain diffusions with nonlinear drift
    • Beneš, V.E.: Exact Finite-Dimensional Filters for Certain Diffusions with Nonlinear Drift. Stochastics Vol. 5 65-92 (1981)
    • (1981) Stochastics , vol.5 , pp. 65-92
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    • Sampling-based approaches to calculating marginal densities
    • Gelfand, A.E., Smith A.F.M.: Sampling-Based Approaches to Calculating Marginal Densities, J. Amer. Statist. Assoc., 85 398-409 (1990)
    • (1990) J. Amer. Statist. Assoc. , vol.85 , pp. 398-409
    • Gelfand, A.E.1    Smith, A.F.M.2
  • 9
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    • An illustration of Bayesian inference in normal data models using Gibbs sampling
    • Gelfand, A.E., Hills, S.E., Racine-Poon, A., Smith A.P.M., An Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling, J. Amer. Statist. Assoc., 85 972-985 (1990)
    • (1990) J. Amer. Statist. Assoc. , vol.85 , pp. 972-985
    • Gelfand, A.E.1    Hills, S.E.2    Racine-Poon, A.3    Smith, A.P.M.4
  • 11
    • 85024429815 scopus 로고
    • A new approach to linear filtering and prediction problems
    • Kalman, R.E.: A new Approach to Linear Filtering and Prediction Problems, Journal of Basic Eng., 35-45 (1980)
    • (1980) Journal of Basic Eng. , pp. 35-45
    • Kalman, R.E.1
  • 12
    • 85024423711 scopus 로고
    • New results in linear filtering and prediction theory
    • Kalman, R.E., Bucy R.S.: New Results in Linear Filtering and Prediction Theory, Journal of Basic Eng., 95-108, (1981)
    • (1981) Journal of Basic Eng. , pp. 95-108
    • Kalman, R.E.1    Bucy, R.S.2
  • 14
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    • Weak limit theorems for stochastic integrals and stochastic differential equations
    • Kurtz, T.G., Protter P.: Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations, The Annals of Probability, 1991, Vol 19, No. 3 1035-1070
    • (1991) The Annals of Probability , vol.19 , Issue.3 , pp. 1035-1070
    • Kurtz, T.G.1    Protter, P.2
  • 16
    • 0002064777 scopus 로고
    • Filtrage non linéaire et equations aux dérivées partielles stochastiques associées
    • Lecture Notes in Mathematics, 1464, Springer-Verlag
    • Pardoux, E.: Filtrage Non Linéaire et Equations aux Dérivées Partielles Stochastiques Associées, Ecole d'Eté de Prohabilités de Saint-Flour XIX - 1989, Lecture Notes in Mathematics, 1464, Springer-Verlag, 1991
    • (1991) Ecole D'eté de Prohabilités de Saint-Flour XIX - 1989
    • Pardoux, E.1
  • 17
    • 84935978811 scopus 로고
    • Approximation of nonlinear filtering problems and order of convergence. Filtering and control of random processes
    • Springer-Verlag
    • Picard J.: Approximation of nonlinear filtering problems and order of convergence. Filtering and Control of Random Processes. Proceedings of the E.N.S.T.-C.N.E.T. Colloquium, Springer-Verlag, 1984
    • (1984) Proceedings of the E.N.S.T.-C.N.E.T. Colloquium
    • Picard, J.1
  • 18
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    • A criterion of convergence of measure-valued processes: Application to measure valued branching processes
    • Roclly-Coppoletta, S.: A Criterion of Convergence of Measure-Valued Processes: Application to Measure Valued Branching Processes, Stochastics, 1986, Vol 17, pp. 43-65
    • (1986) Stochastics , vol.17 , pp. 43-65
    • Roclly-Coppoletta, S.1
  • 19
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    • Efficient numerical schemes for the approximation of the expectations of functionals of the solution of a S.D.E. And applications. Filtering and control of random processes
    • Springer-Verlag
    • Talay D.: Efficient numerical schemes for the approximation of the expectations of functionals of the solution of a S.D.E. and applications. Filtering and Control of Random Processes, Proceedings of the E.N.S.T.-C.N.E.T. Colloquium, Springer-Verlag, 1984
    • (1984) Proceedings of the E.N.S.T.-C.N.E.T. Colloquium
    • Talay, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.