Exact finite-dimensional filters for certain diffusions with nonlinear drift (Q3908239): Difference between revisions
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| Property / author: Václav E. Beneš / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/17442508108833174 / rank | |||
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| Property / OpenAlex ID: W2073283839 / rank | |||
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| Property / cites work: On the optimal filtering of diffusion processes / rank | |||
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| Property / cites work: Q5678245 / rank | |||
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| Property / cites work: Q5332526 / rank | |||
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| Property / cites work: On the gap between deterministic and stochastic ordinary differential equations / rank | |||
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| Property / cites work: Q3908875 / rank | |||
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Latest revision as of 11:05, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact finite-dimensional filters for certain diffusions with nonlinear drift |
scientific article |
Statements
Exact finite-dimensional filters for certain diffusions with nonlinear drift (English)
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1981
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non-linear filtering problem
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gauge transformation
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Lie algebras
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