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Finite dimensional realizations of stochastic p.d.e.'s and application to filtering - MaRDI portal

Finite dimensional realizations of stochastic p.d.e.'s and application to filtering (Q3986624)

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scientific article; zbMATH DE number 29127
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English
Finite dimensional realizations of stochastic p.d.e.'s and application to filtering
scientific article; zbMATH DE number 29127

    Statements

    Finite dimensional realizations of stochastic p.d.e.'s and application to filtering (English)
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    27 June 1992
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    finite dimensional filter
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    stochastic partial differential equations
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    immersion
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    realizations
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    gauge transformations
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