Multiple Integral Expansions for Nonlinear Filtering (Q3665980)

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Multiple Integral Expansions for Nonlinear Filtering
scientific article

    Statements

    title
    Multiple Integral Expansions for Nonlinear Filtering (English)
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    author
    Daniel L. Ocone
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    published in
    Stochastics
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    publication date
    1983
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    zbMATH Keywords
    suboptimal filter
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    optimal filter
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    multiplication formula
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    Identifiers

    Mathematics Subject Classification ID
    60G35
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    93E11
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    62M20
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    60H05
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    zbMATH DE Number
    3818779
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