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Publication:3997285
zbMath0724.60070MaRDI QIDQ3997285
Publication date: 17 September 1992
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filteringstochastic integrationstochastic partial differential equationhypoellipticitystochastic evolution equationHörmander type conditioninversion of diffusion processes
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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