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scientific article; zbMATH DE number 1066361 - MaRDI portal

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zbMath0885.60050MaRDI QIDQ4357549

Damiano Brigo

Publication date: 25 September 1997

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

zbMATH Keywords

filtering diffusion processes density evolution exponential manifolds

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (2)

SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions ⋮ Variational Gaussian approximation of the Kushner optimal filter

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