Nonlinear filtering and measure-valued processes

1997/10/01 by Dan Crisan, Terry Lyons · 6 citations
Biochemistry, Genetics and Molecular Biology · Economics, Econometrics and Finance · Mathematics · #Applied mathematics #Branching (polymer chemistry) #Branching process #Calculus (dental) #Combinatorics #Computer science #Diffusion and Search Dynamics #Kalman filter #Mathematical analysis #Mathematical finance #Mathematics #Measure (data warehouse) #Nonlinear system #Particle filter #Sequence (biology) #Space (punctuation) #Statistical physics #Statistics #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.1007/s004400050131

crossref issued 1997/10/01 · crossref published 1997/10/01 · crossref published-print 1997/10/01 · openalex publication_date 1997/10/01 · crossref created 2002/08/25 · crossref deposited 2022/05/09 · openalex created_date 2025/10/10 · crossref indexed 2026/04/28 · openalex updated_date 2026/07/23

Citations

• A New Approach to Linear Filtering and Prediction Problems
• Sampling-Based Approaches to Calculating Marginal Densities

Cited by

• Convergence of a Branching Particle Method to the Solution of the Zakai Equation
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
• On the stability of interacting processes with applications to filtering and genetic algorithms
• A particle approximation of the solution of the Kushner–Stratonovitch equation
• Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering
• Monte Carlo method [wikipedia]