On the Filtering Equations of a Multidimensional Diffusion Process (Increasing Coefficients)

DOI10.1137/1133088zbMath0673.60046OpenAlexW1999879411MaRDI QIDQ3827329

O. G. Purtukhiya

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133088

zbMATH Keywords

differentiability propertiesfiltering measures

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

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