A finite-dimensional filtering of infinite-dimensional diffusion processes (Q1324930)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 578710
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A finite-dimensional filtering of infinite-dimensional diffusion processes |
scientific article; zbMATH DE number 578710 |
Statements
A finite-dimensional filtering of infinite-dimensional diffusion processes (English)
0 references
21 July 1994
0 references
optimal estimation
0 references
infinite-dimensional diffusion process
0 references
filtering problem
0 references
parabolic partial differential equation
0 references
Kalman-Bucy equations
0 references
0.8276271224021912
0 references
0.8224239945411682
0 references
