Explicit filters for diffusions with certain nonlinear drifts<sup>†</sup> (Q3956836)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit filters for diffusions with certain nonlinear drifts<sup>†</sup> |
scientific article |
Statements
Explicit filters for diffusions with certain nonlinear drifts<sup>†</sup> (English)
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1982
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conditional moment
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finite dimensional filter
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non-linear filtering
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smoothing estimates
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