On the Relation of Zakai’s and Mortensen’s Equations (Q3669282)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Relation of Zakai’s and Mortensen’s Equations |
scientific article |
Statements
On the Relation of Zakai’s and Mortensen’s Equations (English)
0 references
1983
0 references
partially observed diffusions
0 references
Zakai equation of nonlinear filtering
0 references
Mortensen's equation
0 references
