Finite optimal filters for a class of nonlinear diffusions with jumping parameters (Q3936607)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite optimal filters for a class of nonlinear diffusions with jumping parameters |
scientific article |
Statements
Finite optimal filters for a class of nonlinear diffusions with jumping parameters (English)
0 references
1982
0 references
filtering
0 references
finite dimensional filters
0 references
martingale theory
0 references
Markovian jump process
0 references
