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zbMath0646.93060MaRDI QIDQ3791058

Jean Picard

Publication date: 1988

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

zbMATH Keywords

smoother nonlinear filtering Malliavin's calculus

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14)

Related Items (1)

An approximate filter for a partially observed piecewise linear system with small observation noise

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