کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155896 | 958782 | 2009 | 24 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Nonlinear filtering of semi-Dirichlet processes
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Nonlinear filtering of semi-Dirichlet processes Nonlinear filtering of semi-Dirichlet processes](/preview/png/1155896.png)
چکیده انگلیسی
Herein, we consider the nonlinear filtering problem for general right continuous Markov processes, which are assumed to be associated with semi-Dirichlet forms. First, we derive the filtering equations in the semi-Dirichlet form setting. Then, we study the uniqueness of solutions of the filtering equations via the Wiener chaos expansions. Our results on the Wiener chaos expansions for nonlinear filters with possibly unbounded observation functions are novel and have their own interests. Furthermore, we investigate the absolute continuity of the filtering processes with respect to the reference measures and derive the density equations for the filtering processes.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 11, November 2009, Pages 3890–3913
Journal: Stochastic Processes and their Applications - Volume 119, Issue 11, November 2009, Pages 3890–3913
نویسندگان
Ze-Chun Hu, Zhi-Ming Ma, Wei Sun,