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zbMath0514.93061MaRDI QIDQ3661436

William E. jun. Hopkins, John S. Baras, Gilmer L. Blankenship

Publication date: 1982

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

zbMATH Keywords

tail behavior Duncan-Mortensen-Zakai equation nonlinear filtering local Hölder continuity equation for unnormalized conditional density

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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