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zbMath0419.60043MaRDI QIDQ3852887

Boris L. Rosovskii

Publication date: 1980

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

zbMATH Keywords

conditional distributions filtering equations multidimensional diffusion process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

Related Items (1)

Properties of solutions of stochastic differential equations

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