ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES
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Publication:4187119
DOI10.1070/IM1978v012n02ABEH001857zbMath0402.60077OpenAlexW1968194499MaRDI QIDQ4187119
Nicolai V. Krylov, Boris L. Rosovskii
Publication date: 1978
Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/im1978v012n02abeh001857
Diffusion ProcessConditional DensitiesConditional Distributions of The Components of Diffusion ProcessesFiltering Equation
Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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