scientific article; zbMATH DE number 3801436

zbMath0507.93072MaRDI QIDQ4745735

J. M. C. Clark

Publication date: 1982

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

zbMATH Keywords

rate of convergenceapproximationconditional central limit theoremequations of nonlinear filtering theory

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Probabilistic methods, stochastic differential equations (65C99)

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