The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering (Q2365246)
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English | The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering |
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The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering (English)
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9 March 1997
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multiple Wiener integrals
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multiple Stratonovich integrals
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Zakai equation
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stochastic partial differential equations
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Feynman-Stratonovich semigroup
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