Filterlng of hidden diffusion processes

DOI10.1080/17442500108834267zbMath0984.60089OpenAlexW2089626175MaRDI QIDQ2747864

Hyung Geun Kim

Publication date: 5 May 2002

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500108834267

zbMATH Keywords

filtering equationscalar diffusion equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

Related Items (1)

Interpolation for partly hidden diffusion processes

Cites Work

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• Excursions in Brownian motion
• Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach
• Stochastic processes and filtering theory
• Reverse-time diffusion processes (Corresp.)

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