scientific article; zbMATH DE number 4003179

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Publication:4727940

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zbMath0618.60054MaRDI QIDQ4727940

Daniel L. Ocone

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal stochastic control filtering theory Malliavin covariance matrix stochastic calculus of variation Lie algebraic criterion for regularity of the probability distribution

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

A Stroock Varadhan support theorem in non-linear filtering theory

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