Nonlinear filtering and measure-valued processes

A New Approach to Linear Filtering and Prediction Problems

1960 • 28,714 citations

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

1984 • 17,865 citations

Convergence of Probability Measures

1999 • 14,297 citations

Convergence of Probability Measures

1969 • 7,189 citations

Sampling-Based Approaches to Calculating Marginal Densities

1990 • 6,498 citations

New Results in Linear Filtering and Prediction Theory

1961 • 6,182 citations

Markov Processes: Characterization and Convergence.

1987 • 4,826 citations

Sampling-Based Approaches to Calculating Marginal Densities

1990 • 1,547 citations

Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling

1990 • 953 citations

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

1987 • 819 citations

Brownian Motion and Stochastic Calculus.

1989 • 757 citations

Stochastic Control of Partially Observable Systems

1992 • 658 citations

Stopping Times and Tightness. II

1989 • 386 citations

Stopping Times and Tightness

1978 • 312 citations

A limit theorem of branching processes and continuous state branching processes

1968 • 229 citations

A criterion of convergence of measure‐valued processes: application to measure branching processes

1986 • 179 citations

Topics in Nonlinear Filtering Theory.

1980 • 55 citations

Approximation of nonlinear filtering problems and order of convergence

2005 • 36 citations

Monte Carlo Method for Nonlinear Filtering

1985 • 3 citations