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scientific article; zbMATH DE number 3997679 - MaRDI portal

scientific article; zbMATH DE number 3997679

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Publication:4724530

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zbMath0615.93068MaRDI QIDQ4724530

Jean Picard

Publication date: 1986

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

zbMATH Keywords

continuous semimartingale time discretization suboptimal filter additive independent white noise

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Brownian motion (60J65) Diffusion processes (60J60)

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