New explicit filters and smoothers for diffusions with nonlinear drift and measurements (Q1128534)
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scientific article; zbMATH DE number 1189850
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| English | New explicit filters and smoothers for diffusions with nonlinear drift and measurements |
scientific article; zbMATH DE number 1189850 |
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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0.8037967681884766
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0.8005713224411011
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0.7998983263969421
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