Nonlinear filtering for diffusions in random environments

DOI10.1023/A:1022223518746zbMath1014.60045MaRDI QIDQ1868441

Michael A. Kouritzin, Hongwei Long, Wei Sun

Publication date: 27 April 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

filteringrandom environmentDirichlet formhistorical processmultiple Wiener integral representation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Processes in random environments (60K37)

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