Crisan, Dan; Lobbe, Alexander; Ortiz-Latorre, Salvador Pathwise approximations for the solution of the non-linear filtering problem. (English) Zbl 1503.93044 Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 79-99 (2022). MSC: 93E11 60H05 PDFBibTeX XMLCite \textit{D. Crisan} et al., in: Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis's contributions. Cham: Springer. 79--99 (2022; Zbl 1503.93044) Full Text: DOI arXiv
Sun, He-Jun Yang-type inequalities for weighted eigenvalues of a second order uniformly elliptic operator with a nonnegative potential. (English) Zbl 1194.35290 Proc. Am. Math. Soc. 138, No. 8, 2827-2837 (2010). MSC: 35P15 58C40 58J50 PDFBibTeX XMLCite \textit{H.-J. Sun}, Proc. Am. Math. Soc. 138, No. 8, 2827--2837 (2010; Zbl 1194.35290) Full Text: DOI
Charalambous, Charalambos D. Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach. (English) Zbl 1274.93281 Kybernetika 34, No. 6, 725-738 (1998). MSC: 93E20 93B25 PDFBibTeX XMLCite \textit{C. D. Charalambous}, Kybernetika 34, No. 6, 725--738 (1998; Zbl 1274.93281) Full Text: Link
Ferrante, Marco; Vidoni, Paolo Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises. (English) Zbl 0927.93054 Stochastic Processes Appl. 77, No. 1, 69-81 (1998). MSC: 93E11 93C10 60G35 93C55 PDFBibTeX XMLCite \textit{M. Ferrante} and \textit{P. Vidoni}, Stochastic Processes Appl. 77, No. 1, 69--81 (1998; Zbl 0927.93054) Full Text: DOI
Charalambous, Charalambos D.; Elliott, Robert J. New explicit filters and smoothers for diffusions with nonlinear drift and measurements. (English) Zbl 0902.93064 Syst. Control Lett. 33, No. 2, 89-103 (1998). MSC: 93E11 93C10 93E14 PDFBibTeX XMLCite \textit{C. D. Charalambous} and \textit{R. J. Elliott}, Syst. Control Lett. 33, No. 2, 89--103 (1998; Zbl 0902.93064) Full Text: DOI
Gu, Huaijin Nonparametric asymptotically efficient estimation of a signal in the nonlinear case. (English) Zbl 0537.62080 Acta Appl. Math. 1, 355-398 (1983). Reviewer: M.P.Mokljacuk MSC: 62M20 62G05 93E11 60G35 93E10 PDFBibTeX XMLCite \textit{H. Gu}, Acta Appl. Math. 1, 355--398 (1983; Zbl 0537.62080) Full Text: DOI