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UNIQUENESS FOR MEASURE-VALUED EQUATIONS OF NONLINEAR FILTERING FOR STOCHASTIC DYNAMICAL SYSTEMS WITH LEVY NOISE

Qiao, HJ

Qiao, HJ (reprint author), Southeast Univ, Dept Math, Nanjing 211189, Jiangsu, Peoples R China.

ADVANCES IN APPLIED PROBABILITY, 2018; 50 (2): 396

Abstract

In the paper we study the Zakai and Kushner-Stratonovich equations of the nonlinear filtering problem for a non-Gaussian signal-observation system. Mo......

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