Bhatt, Abhay G.; Karandikar, Rajeeva L. - In: Statistics & Probability Letters 54 (2001) 1, pp. 75-78
We consider the nonlinear filtering model with signal and observation noise independent, and show that in case the signal is continuous in probability, the filter admits a version whose paths are continuous. The analysis is based on expressing the nonlinear filter as a Wiener functional via the...