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zbMath0709.93067MaRDI QIDQ3494847

Alain Bensoussan

Publication date: 1990

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

zbMATH Keywords

Wiener processes stochastic partial differential equations Zakai equation unnormalized conditional probability Kushner equation

Mathematics Subject Classification ID

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

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