Filtering of Gaussian processes in Hilbert spaces (Q5114817)
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scientific article; zbMATH DE number 7215229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering of Gaussian processes in Hilbert spaces |
scientific article; zbMATH DE number 7215229 |
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Filtering of Gaussian processes in Hilbert spaces (English)
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26 June 2020
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Kalman-Bucy filter
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stochastic evolution equations
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Gaussian processes
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