Finite optimal filters for a class of nonlinear diffusions with jumping parameters (Q3936607): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/17442508208833198 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1974439680 / rank | |||
Normal rank |
Revision as of 23:57, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Finite optimal filters for a class of nonlinear diffusions with jumping parameters |
scientific article |
Statements
Finite optimal filters for a class of nonlinear diffusions with jumping parameters (English)
0 references
1982
0 references
filtering
0 references
finite dimensional filters
0 references
martingale theory
0 references
Markovian jump process
0 references