scientific article

zbMATH Open0516.93056MaRDI QIDQ3664950

Ioannis Karatzas, Václav E. Beneš

Publication date: 1981

Title of this publication is not available (Why is that?)

zbMATH Keywords

nonlinear filteringKallianpur-Striebel formulaunnormalized conditional density equation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Distribution theory (60E99)

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