On uniqueness of solutions for the stochastic differential equations of nonlinear filtering
成果类型：
Article
署名作者：
Lucic, VM; Heunis, AJ
署名单位：
University of Waterloo
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/998926990
发表日期：
2001
页码：
182-209
关键词：
摘要：
We study a nonlinear filtering problem in which the signal to be estimated is conditioned by the observations. The main results establish pathwise uniqueness for the unnormalized filter equation and uniqueness in law for the normalized and unnormalized filter equations.