The Kalman-Bucy filter for linear stochastic dynamic systems with discontinuous trajectories (Q2487880)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Kalman-Bucy filter for linear stochastic dynamic systems with discontinuous trajectories |
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The Kalman-Bucy filter for linear stochastic dynamic systems with discontinuous trajectories (English)
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12 August 2005
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stochastic differential equations
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stochastic process
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linear filtering
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Ito-Skorokhod equations
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