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zbMath1229.60049MaRDI QIDQ3015745

Sergey V. Lototsky

Publication date: 13 July 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinear filtering Wiener chaos Zakai equation diffusion filtering model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

Unnamed Item ⋮ A spectral-based numerical method for Kolmogorov equations in Hilbert spaces

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