On measure transformations for combined filtering and parameter estimation in discrete time (Q1163516): Difference between revisions

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+MaRDI publication profile
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+Exact finite-dimensional filters for certain diffusions with nonlinear drift
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+Q4749054
@@ Property / cites work: Q4749054 / rank @@
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+On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
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+Q5657423
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+On the optimal filtering of diffusion processes
@@ Property / cites work: On the optimal filtering of diffusion processes / rank @@
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+https://doi.org/10.1016/s0167-6911(82)80044-3
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+W2085495436
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+Publication:1163516