On a multiplicative functional transformation arising in nonlinear filtering theory
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Publication:3868539
DOI10.1007/BF00531444zbMath0431.60043MaRDI QIDQ3868539
Publication date: 1980
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Multiplicative functionals and Markov processes (60J57)
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