APPROXIMATIONS TO SOLUTIONS OF THE ZAKAI FILTERING EQUATION

[1] DISCRETE-TIME GALERKIN APPROXIMATIONS TO THE NONLINEAR FILTERING SOLUTION [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1985, 110 (02) : 364 - 383

[2] Clark J. M. C., 1978, COMMUNICATION SYSTEM

[3] CLARK JMC, 1982, LECTURE NOTES CONTRO, V42

[4] CLARK JMC, 1980, LECTURE NOTES CONTRO, V25

[5] Germani A., 1988, Stochastics, V23, P131, DOI 10.1080/17442508808833486

[6] JEULIN T, 1979, LECTURE NOTES MATH, V721

[7] STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS AND DIFFUSION-PROCESSES [J]. RUSSIAN MATHEMATICAL SURVEYS, 1982, 37 (06) : 81 - 105

[8] Newton N. J., 1986, Theory and Applications of Nonlinear Control Systems, P555

[9] NEWTON NJ, 1986, STOCHASTICS, V19, P175

[10] Pardoux E., 1979, Stochastics, V3, P127, DOI 10.1080/17442507908833142

[1] DISCRETE-TIME GALERKIN APPROXIMATIONS TO THE NONLINEAR FILTERING SOLUTION [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1985, 110 (02) : 364 - 383

[2] Clark J. M. C., 1978, COMMUNICATION SYSTEM

[3] CLARK JMC, 1982, LECTURE NOTES CONTRO, V42

[4] CLARK JMC, 1980, LECTURE NOTES CONTRO, V25

[5] Germani A., 1988, Stochastics, V23, P131, DOI 10.1080/17442508808833486

[6] JEULIN T, 1979, LECTURE NOTES MATH, V721

[7] STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS AND DIFFUSION-PROCESSES [J]. RUSSIAN MATHEMATICAL SURVEYS, 1982, 37 (06) : 81 - 105

[8] Newton N. J., 1986, Theory and Applications of Nonlinear Control Systems, P555

[9] NEWTON NJ, 1986, STOCHASTICS, V19, P175

[10] Pardoux E., 1979, Stochastics, V3, P127, DOI 10.1080/17442507908833142