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On the Relation of Zakai’s and Mortensen’s Equations

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References

1960On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures722 cited
1971Existence of Optimal Stochastic Control Laws246 cited
1982Optimal Control for Partially Observed Diffusions174 cited

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2016Mean Field Game Theory with a Partially Observed Major Agent56 cited
2016Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations25 cited
2014Mean field games with partially observed major player and stochastic mean field24 cited
2019Mean Field Games with Partial Observation24 cited

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