Publication:4357549

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zbMath0885.60050MaRDI QIDQ4357549

Damiano Brigo

Publication date: 25 September 1997


zbMATH Keywords

filtering; diffusion processes; density evolution; exponential manifolds


Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

58J65: Diffusion processes and stochastic analysis on manifolds





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