scientific article

zbMath0617.93056MaRDI QIDQ3754527

Daniel L. Ocone

Publication date: 1986

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

zbMATH Keywords

Malliavin calculusnonlinear filteringestimation algebraunnormalized conditional density

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Differentiable measures and the Malliavin calculus

This page was built for publication: