A finite-dimensional filtering of infinite-dimensional diffusion processes (Q1324930)
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scientific article; zbMATH DE number 578710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite-dimensional filtering of infinite-dimensional diffusion processes |
scientific article; zbMATH DE number 578710 |
Statements
A finite-dimensional filtering of infinite-dimensional diffusion processes (English)
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21 July 1994
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optimal estimation
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infinite-dimensional diffusion process
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filtering problem
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parabolic partial differential equation
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Kalman-Bucy equations
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