Factorization of a multiplicative functional of nonlinear filtering theory (Q1158129)
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scientific article; zbMATH DE number 3739413
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| English | Factorization of a multiplicative functional of nonlinear filtering theory |
scientific article; zbMATH DE number 3739413 |
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Factorization of a multiplicative functional of nonlinear filtering theory (English)
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1981
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multiplicative functional
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extended generator
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nonlinear filtering
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Hunt process
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Baker-Campbell-Hausdorff formula
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