Pathwise Nonlinear Filtering for Nondegenerate Diffusions with Noise Correlation (Q2920961)

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Pathwise Nonlinear Filtering for Nondegenerate Diffusions with Noise Correlation
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    title
    Pathwise Nonlinear Filtering for Nondegenerate Diffusions with Noise Correlation (English)
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    DOI
    10.1137/0325016
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    author
    Mark H. A. Davis
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    publication date
    29 September 2014
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    Mathematics Subject Classification ID
    60G35
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    93E11
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    58J65
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    zbMATH DE Number
    6349280
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