scientific article
From MaRDI portal
Publication:3881642
zbMath0439.60035MaRDI QIDQ3881642
Publication date: 1978
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (6)
Time reversal of diffusion processes with a boundary condition ⋮ Mortensen observer for a class of variational inequalities – lost equivalence with stochastic filtering approaches ⋮ Nonlinear filtering of reflecting diffusion processes ⋮ Filtering partially observable diffusions up to the exit time from a domain ⋮ Time reversal and reflected diffusions ⋮ Filtering of absorbing and reflecting Brownian motions
This page was built for publication: