38 citations · 101 across the 13 of their papers we have counts for
13 papers
The Optimal Filtering of Markov Jump Processes in Additive White Noise
M. Zakai
This note is based on Wonham \cite{Wonham}. The differences between this note and [Wonham] are discussed in Section VIII.
The Distribution Route from Ancestors to Descendants
Baruch Fischer, Moshe Zakai
We add here compared to our former arXiv version an explicit expression for the descendant ratio along the generations The equation that is added here appeared in the Hebrew versio…
Correction to "The divergence of Banach space valued random variables on Wiener space", Prob. Th. Rel. Fields 132, 291-320 (2005)
E. Mayer-Wolf, M. Zakai
As a result of some mistakes discovered in the paper mentioned in the title, Corollaries 3.5 and 3.17a) are withdrawn and a new proof is provided for Proposition 3.14, under the ad…
Some relations between mutual information and estimation error in Wiener space
Eddy Mayer-Wolf, Moshe Zakai
The model considered is that of ``signal plus white noise.'' Known connections between the noncausal filtering error and mutual information are combined with new ones involving the…
Sufficient Conditions for the Invertibility of Adapted Perturbations of Identity on the Wiener Space
Ali Suleyman Ustunel, Moshe Zakai
Let be the classical Wiener space. Assume that is an adapted perturbation of identity, i.e., is adapted to the canonical filtration of . We give s…
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space
D. Feyel, A. S. Üstünel, M. Zakai
Let be a Gaussian measure on some measurable space and let be a measure on the same space which is absolutely continuous with respect to .…