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scientific article; zbMATH DE number 1409909

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Publication:4940329
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zbMath0939.60043MaRDI QIDQ4940329

O. M. Deriyeva, Pavel S. Knopov

Publication date: 2 March 2000


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

zbMATH Keywords

nonlinear filteringrandom fieldsGirsanov theoremtwo-parameter martingaleWiener field


Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and prediction (62M20) Brownian motion (60J65) Diffusion processes (60J60)








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