168 citations · 688 across the 21 of their papers we have counts for
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physics.data-an2008★ 19 cited
Continuous-Discrete Path Integral Filtering
Bhashyam Balaji
A summary of the relationship between the Langevin equation, Fokker-Planck-Kolmogorov forward equation (FPKfe) and the Feynman path integral descriptions of stochastic processes re…
math-ph2008★ 4 cited
Euclidean Quantum Mechanics and Universal Nonlinear Filtering
Bhashyam Balaji
An important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is sh…
physics.data-an2008★ 1 cited
Universal, Continuous-Discrete Nonlinear Yau Filtering I: Affine, Linear State Model with State-Independent Diffusion Matrix
Bhashyam Balaji
The continuous-discrete filtering problem requires the solution of a partial differential equation known as the Fokker-Planck-Kolmogorov forward equation (FPKfe). In this paper, it…