White Noise Calculus and Nonlinear Filtering Theory
نویسندگان
چکیده
منابع مشابه
Itô calculus and quantum white noise calculus
Itô calculus has been generalized in white noise analysis and in quantum stochastic calculus. Quantum white noise calculus is a third generalization, unifying the two above mentioned ones and bringing some unexpected insight into some old problems studied in different fields, such as the renormalization problem in physics and the representation theory of Lie algebras. The present paper is an at...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1985
ISSN: 0091-1798
DOI: 10.1214/aop/1176992798