Exact finite-dimensional filters for certain diffusions with nonlinear drift
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Publication:3908239
DOI10.1080/17442508108833174zbMath0458.60030OpenAlexW2073283839MaRDI QIDQ3908239
Publication date: 1981
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508108833174
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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