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Publication:3753556
zbMath0612.70028MaRDI QIDQ3753556
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationsspectral densityGaussian measuresfiltering problemsrandom vibrationsMarkovianizationHilbert-valued functionsinfinite dimensional filteringMarkovian cylindrical processesrelative differential calculus for measures
Filtering in stochastic control theory (93E11) Random vibrations in mechanics of particles and systems (70L05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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