New explicit filters and smoothers for diffusions with nonlinear drift and measurements (Q1128534)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New explicit filters and smoothers for diffusions with nonlinear drift and measurements |
scientific article |
Statements
New explicit filters and smoothers for diffusions with nonlinear drift and measurements (English)
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13 August 1998
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nonlinear filtering
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Girsanov's measure transformations
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smoothing
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finite-dimensionality
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