New explicit filters and smoothers for diffusions with nonlinear drift and measurements (Q1128534): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New explicit filters and smoothers for diffusions with nonlinear drift and measurements |
scientific article |
Statements
New explicit filters and smoothers for diffusions with nonlinear drift and measurements (English)
0 references
13 August 1998
0 references
nonlinear filtering
0 references
Girsanov's measure transformations
0 references
smoothing
0 references
finite-dimensionality
0 references
