On the stochastic differential equations of filtering theory (Q5899983)
From MaRDI portal
scientific article; zbMATH DE number 4166200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stochastic differential equations of filtering theory |
scientific article; zbMATH DE number 4166200 |
Statements
On the stochastic differential equations of filtering theory (English)
0 references
1990
0 references
stochastic differential equations in filtering theory
0 references
Zakai equation
0 references
partial differential equation
0 references