Filtering, Smoothing and Prediction of Degenerate Diffusion Processes. Backward Equations (Q3333810)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Filtering, Smoothing and Prediction of Degenerate Diffusion Processes. Backward Equations
scientific article

    Statements

    Filtering, Smoothing and Prediction of Degenerate Diffusion Processes. Backward Equations (English)
    0 references
    1984
    0 references
    degenerate diffusion process
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references