Continuous finite-dimensional locally optimal filtering of jump diffusions (Q1994802)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Continuous finite-dimensional locally optimal filtering of jump diffusions |
scientific article; zbMATH DE number 6970708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous finite-dimensional locally optimal filtering of jump diffusions |
scientific article; zbMATH DE number 6970708 |
Statements
Continuous finite-dimensional locally optimal filtering of jump diffusions (English)
0 references
2 November 2018
0 references
optimal filtering
0 references
jump diffusions
0 references
continuous-time state estimation
0 references
Kalman-Bucy filter
0 references
0 references
0 references
