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scientific article; zbMATH DE number 492878 - MaRDI portal

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zbMATH Open0795.93095MaRDI QIDQ4276205

Guy Jumarie

Publication date: 31 January 1994

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

zbMATH Keywords

additive Gaussian white noise Itô's stochastic differential equation Zakaï's equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Understanding frequency distributions of path-dependent processes with non-multinomial maximum entropy approaches

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