Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises (Q1315952)
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scientific article; zbMATH DE number 516802
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| English | Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises |
scientific article; zbMATH DE number 516802 |
Statements
Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises (English)
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24 March 1994
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nonlinear filtering
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parabolic stochastic partial differential equation
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Zakai equation
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0.8635489344596863
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0.8504337668418884
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