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zbMath0649.93074MaRDI QIDQ3795591

Catherine Savona, Etienne Pardoux

Publication date: 1988

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

zbMATH Keywords

nonlinear filtering approximate filters nearly optimal filters non gaussian initial conditions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Diffusion processes (60J60)

Related Items (2)

Approximate nonlinear filtering for piecewise linear systems ⋮ Uniqueness for diffusions with piecewise constant coefficients

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