The existence of smooth densities for the prediction filtering and smoothing problems
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Publication:1823912
DOI10.1007/BF01307217zbMath0681.93065MaRDI QIDQ1823912
Michael Kohlmann, Robert J. Elliott
Publication date: 1989
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01307217
93E11: Filtering in stochastic control theory
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Related Items
Stochastic Flows and Jump-Diffusions, Chaos expansion for the solutions of stochastic differential equations, Differentiable measures and the Malliavin calculus
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