Linearized stochastic equations of nonlinear filtering of random processes

DOI10.1007/BF01053922zbMath0404.60064MaRDI QIDQ1256806

E. Tinfavicjus

Publication date: 1978

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Nonlinear FilteringLinearized Stochastic Equations

Mathematics Subject Classification ID

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

Cites Work

• Stochastic evolution equations and related measure processes
• Equations aux dérivées partielles stochastiques non linéaires. I
• [https://portal.mardi4nfdi.de/wiki/Publication:4089599 Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques]
• Stochastic evolution equations
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