Kallianpur, G. ; Karandikar, R. L. (1984) The Markov property of the filter in the finitely additive white noise approach to nonlinear filtering Stochastics, 13 (3). pp. 177-198. ISSN 1744-2508
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Official URL: http://www.tandfonline.com/doi/abs/10.1080/1744250...
Related URL: http://dx.doi.org/10.1080/17442508408833317
Abstract
It is shown that the nonlinear filter is a measure-valued Markov process on a finitely additive probability space.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Taylor & Francis. |
| ID Code: | 73329 |
| Deposited On: | 02 Dec 2011 10:30 |
| Last Modified: | 02 Dec 2011 10:30 |
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