The Nonlinear Filtering Problem for the Unbounded Case.

Abstract

The finitely additive nonlinear filtering problem for the model y sub t = h sub t (X sub t) + e sub t is solved when the function h is unbounded and satisfies no growth conditions whatever. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1983
Accession Number
ADA136501

Entities

People

  • G. Kallianpur
  • R. L. Karandikar

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Applied Mathematics
  • Brownian Motion
  • Calculus
  • Cauchy Problem
  • Coefficients
  • Differential Equations
  • Diffusion
  • Diffusion Coefficient
  • Equations
  • Filtration
  • North Carolina
  • Partial Differential Equations
  • Probability
  • Stochastic Processes
  • Universities
  • White Noise