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Publication:3680005
zbMath0565.60040MaRDI QIDQ3680005
Marek Musiela, Alain Le Breton
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood methodbehaviour of the filter errorequations for the optimal filterweak-sense stationarity
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)
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