A finite-dimensional filtering of infinite-dimensional diffusion processes
type: Item
instance of: scholarly article
title: A finite-dimensional filtering of infinite-dimensional diffusion processes
zbMATH Open document ID: 0795.60029
DOI: 10.1007/BF01209373
published in: Mathematical Notes
publication date: 1994-07-21T00:00:00Z
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 578710
zbMATH Keywords: optimal estimation
zbMATH Keywords: infinite-dimensional diffusion process
zbMATH Keywords: filtering problem
zbMATH Keywords: parabolic partial differential equation
zbMATH Keywords: Kalman-Bucy equations
author: Yu. V. Orlov
MaRDI profile type: Publication
cites work: Q3219515
full work available at URL: https://doi.org/10.1007/bf01209373
OpenAlex ID: W2058029754
description: scientific article; zbMATH DE number 578710