Smoothness properties of the conditional expectation in finitely additive white noise filtering

Some Recent Results in Finitely Additive White Noise Theory

We present a short survey of some very recent results on the finitely additive white noise theory. We discuss the Markov property of the solution of a stochastic differential equation driven directly by a white noise, study the Radon-Nikodym derivative of the measure induced by nonlinear transformation on a Hilbert space with respect to the canonical Gauss measure thereon and obtain a represent...

CONDITIONAL EXPECTATION IN THE KOPKA'S D-POSETS

The notion of a $D$-poset was introduced in a connection withquantum mechanical models. In this paper, we introduce theconditional expectation of  random variables on theK^{o}pka's $D$-Poset and prove the basic properties ofconditional expectation on this  structure.

Quantum filtering using POVM measurements: Conditional Expectation

The objective of this work is to develop a recursive, discrete time quantum filtering equation for a system that interacts with a probe, on which measurements are performed according to the Positive Operator Valued Measures (POVMs) framework. POVMs are the most general measurements one can make on a quantum system and although in principle they can be reformulated as projective measurements on ...

The Optimal Filtering of Markov Jump Processes in Additive White Noise

conditional expectation in the kopka's d-posets

the notion of a $d$-poset was introduced in a connection withquantum mechanical models. in this paper, we introduce theconditional expectation of  random variables on thek^{o}pka's $d$-poset and prove the basic properties ofconditional expectation on this  structure.