Approximations to solutions of the zakai filtering equation (Q4735875)
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scientific article; zbMATH DE number 4122971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations to solutions of the zakai filtering equation |
scientific article; zbMATH DE number 4122971 |
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Approximations to solutions of the zakai filtering equation (English)
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1989
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nonlinear filtering problem
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Zakai equation
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approximation to solutions of the Zakai equation
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representation of Brownian bridges
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