Note on Wagner-Platen's representation of solutions of a general filtering stochastic differential equation

zbMath0575.60059MaRDI QIDQ1063945

Tran Hung Thao

Publication date: 1983

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

existence and uniquenessstochastic generalization of Taylor's formulaWagner-Platen's representation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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