Exact finite-dimensional filters for certain diffusions with nonlinear drift (Q3908239): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/17442508108833174 / 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: On the gap between deterministic and stochastic ordinary differential equations / rank
 
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Latest revision as of 11:05, 13 June 2024

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Exact finite-dimensional filters for certain diffusions with nonlinear drift
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    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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