Wonham filtering by observations with multiplicative noises (Q1641944)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wonham filtering by observations with multiplicative noises |
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Wonham filtering by observations with multiplicative noises (English)
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20 June 2018
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Markov jump process
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multiplicative noises in observations
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optimal nonlinear filtering
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right continuous filtration
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integral representation of a martingale
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