Hu, Ze-Chun; Ma, Zhi-Ming; Sun, Wei - In: Stochastic Processes and their Applications 119 (2009) 11, pp. 3890-3913
Herein, we consider the nonlinear filtering problem for general right continuous Markov processes, which are assumed to be associated with semi-Dirichlet forms. First, we derive the filtering equations in the semi-Dirichlet form setting. Then, we study the uniqueness of solutions of the...