Finite dimensional optimal filters for a class of ltô- processes with jumping parameters (Q3886582): Difference between revisions

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Revision as of 22:53, 19 March 2024

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Finite dimensional optimal filters for a class of ltô- processes with jumping parameters
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    Finite dimensional optimal filters for a class of ltô- processes with jumping parameters (English)
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    1980
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    non-linear filtering
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    jumping parameters
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    finite dimensional equations for prediction and smoothing
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