scientific article
From MaRDI portal
Publication:3735606
zbMATH Open0599.93053MaRDI QIDQ3735606
Publication date: 1985
Title of this publication is not available (Why is that?)
Langevin equationstochastic integro-differential equationsuboptimal algorithmStratonovich equationexact estimation
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99)
Related Items (4)
Title not available (Why is that?) ⋮ A filtering problem with counting observations: approximation with error bounds ⋮ New conditions for the convergence of H/sub ∞/ filters and predictors ⋮ Counterexamples to recovery and the filtering condition
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3735606)