On the optimal filtering of diffusion processes

DOI10.1007/BF00536382zbMath0164.19201WikidataQ29035795 ScholiaQ29035795MaRDI QIDQ5548695

Moshe Zakai

Publication date: 1969

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

probability theory

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Cites Work

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• Dynamical equations for optimal nonlinear filtering
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Conditional Markov Processes
• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
• On a Formula Concerning Stochastic Differentials
• On stochastic differential equations

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