Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients (Q3320258)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients |
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Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients (English)
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1983
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existence and uniqueness of solutions
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Zakai equation
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unnormalized conditional density
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filtering of diffusion processes
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