Filtering, Smoothing and Prediction of Degenerate Diffusion Processes. Backward Equations
type: Item
instance of: scholarly article
title: Filtering, Smoothing and Prediction of Degenerate Diffusion Processes. Backward Equations
zbMATH Open document ID: 0544.60049
DOI: 10.1137/1128074
published in: Theory of Probability & Its Applications
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 3866297
zbMATH Keywords: degenerate diffusion process
author: B. Rozovskii
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1137/1128074
OpenAlex ID: W1993966340
description: scientific article