Exact Finite-Dimensional Filter for Exponential Functionals of the State of Beneš Systems
DOI10.1080/07362994.2015.1064005zbMath1331.93200OpenAlexW1804306561MaRDI QIDQ3459228
Publication date: 21 December 2015
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2015.1064005
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)
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