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zbMath0495.93054MaRDI QIDQ3959855

John S. Baras, William E. jun. Hopkins, Gilmer L. Blankenship

Publication date: 1982

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

zbMATH Keywords

numerical algorithm nonlinear filtering of diffusion processes evaluation of conditional densities on-line, recursive filtering stochastic Wiener function space integrals

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic approximation (62L20) Diffusion processes (60J60) Stochastic integrals (60H05)

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