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Publication:2707625
zbMath0991.60032MaRDI QIDQ2707625
Eckhard Platen, Robert J. Elliott
Publication date: 14 August 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic simulationhidden Markov chainsKallianpur-Striebel formulageneralized Bessel processesapproximate filteringminimum variance filterestimation and control problemsMarkov chain filteringstochastic differential equations with random coefficients
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)
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