Forward backward doubly stochastic differential equations and the optimal filtering of diffusion processes (Q2658914): Difference between revisions
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Latest revision as of 10:50, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward backward doubly stochastic differential equations and the optimal filtering of diffusion processes |
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Forward backward doubly stochastic differential equations and the optimal filtering of diffusion processes (English)
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25 March 2021
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forward backward doubly stochastic differential equations
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optimal filtering problem
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Feynman-Kac formula
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Itô's formula
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adjoint stochastic processes
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