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2008
In this paper, we give a direct derivation of the Duncan–Mortensen–Zakai filtering equation, without assuming right continuity of the signal, nor its filtration, and without the usual finite energy condition. As a consequence, the Fujisaki–Kallianpur–Kunita equation is also derived. Our results...
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2016-01-01
Peacock, Stephanie J., Krkošek, Martin, Lewis, Mark A., Lele, Subhash
The statistical tools available to ecologists are becoming increasingly sophisticated, allowing more complex, mechanistic models to be fit to ecological data. Such models have the potential to provide new insights into the processes underlying ecological patterns, but the inferences made are...