Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the anticipative nonlinear filtering problem and its stability   In this paper, we consider an anticipative nonlinear filtering problem, in
which the observation noise is correlated with the past of the signal. This new
signal-observation model has its applications in both finance models with
insider trading and in engineering. We derive a new equation for the filter in
this context, analyzing both the nonlinear and the linear cases. We also handle
the case of a finite filter with Volterra type observation. The performance of
our algorithm is presented through numerical experiments.

1
The categories of this paper are: cs
31
The categories of this paper are: ao-sci
6
The categories of this paper are: astro-ph
4
The categories of this paper are: cond-mat
21
The categories of this paper are: adap-org
22
The categories of this paper are: chao-dyn
35
The categories of this paper are: mtrl-th
14
The categories of this paper are: math-ph
13
The categories of this paper are: quant-ph
20
The categories of this paper are: acc-phys
23
The categories of this paper are: solv-int
32
The categories of this paper are: atom-ph
26
The categories of this paper are: bayes-an
19
The categories of this paper are: eess
34
The categories of this paper are: chem-ph
9
The categories of this paper are: nlin