Uniqueness of the solution of the filtering equations in spaces of measures
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866910702521810944 |
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| author | Crisan, Dan Pardoux, Etienne |
| author_facet | Crisan, Dan Pardoux, Etienne |
| contents | Nonlinear filtering is a pivotal problem that has attracted significant attention from mathematicians, statisticians, engineers, and various other scientific disciplines. The solution to this problem is governed by the so-called filtering equations. In this paper, we investigate the uniqueness of solutions to these equations within measure spaces and introduce a novel, generalized framework for this analysis. Our approach provides new insights and extends the applicability of existing theories in the study of nonlinear filtering. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_11125 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Uniqueness of the solution of the filtering equations in spaces of measures Crisan, Dan Pardoux, Etienne Probability Functional Analysis Nonlinear filtering is a pivotal problem that has attracted significant attention from mathematicians, statisticians, engineers, and various other scientific disciplines. The solution to this problem is governed by the so-called filtering equations. In this paper, we investigate the uniqueness of solutions to these equations within measure spaces and introduce a novel, generalized framework for this analysis. Our approach provides new insights and extends the applicability of existing theories in the study of nonlinear filtering. |
| title | Uniqueness of the solution of the filtering equations in spaces of measures |
| topic | Probability Functional Analysis |
| url | https://arxiv.org/abs/2411.11125 |