pith. sign in

arxiv: 1707.07822 · v2 · pith:PGUU7CHUnew · submitted 2017-07-25 · 🧮 math.PR

Uniqueness for Measure-Valued Equations of Nonlinear Filtering for Stochastic Dynamical Systems with L\'evy Noises

classification 🧮 math.PR
keywords uniquenessequationequationsfilteringjointkushner-stratonovichnonlinearzakai
0
0 comments X
read the original abstract

In the article, Zakai and Kushner-Stratonovich equations of the nonlinear filtering problem for a non-Gaussian signal-observation system are considered. Moreover, we prove that under some general assumption, the Zakai equation has pathwise uniqueness and uniqueness in joint law, and the Kushner-Stratonovich equation is unique in joint law.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.