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Exact finite-dimensional filters for certain diffusions with nonlinear drift - MaRDI portal

Exact finite-dimensional filters for certain diffusions with nonlinear drift (Q3908239)

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Exact finite-dimensional filters for certain diffusions with nonlinear drift
scientific article

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    title
    Exact finite-dimensional filters for certain diffusions with nonlinear drift (English)
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    published in
    Stochastics
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    publication date
    1981
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    zbMATH DE Number
    3718263
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    zbMATH Keywords
    non-linear filtering problem
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    gauge transformation
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    Lie algebras
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    author
    Václav E. Beneš
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    OpenAlex ID
    W2073283839
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