On Conditional Distributions of Degenerate Diffusion Processes

DOI10.1137/1125014zbMATH Open0456.60042OpenAlexW1986784622MaRDI QIDQ3906194

B. Rozovskii

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1137/1125014

zbMATH Keywords

conditional distributionsfiltering equationsmultidimensional 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)

On partially observed jump diffusions. II: The filtering density

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