Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises
type: Item
instance of: scholarly article
title: Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises
zbMATH Open document ID: 0927.93054
DOI: 10.1016/S0304-4149(98)00037-4
author: Marco Ferrante
author: Paolo Vidoni
published in: Stochastic Processes and their Applications
publication date: 1999-11-18T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 93C55
zbMATH DE Number: 1364501
zbMATH Keywords: stochastic filtering
zbMATH Keywords: finite dimensional filters
zbMATH Keywords: stochastic difference equations
zbMATH Keywords: product of positive random variables
MaRDI profile type: Publication
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Wikidata QID: Q127908426
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description: scientific article; zbMATH DE number 1364501