Nonlinear filtering problems. II: Associated equations (Q3015740)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonlinear filtering problems. II: Associated equations |
scientific article; zbMATH DE number 5919851
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonlinear filtering problems. II: Associated equations |
scientific article; zbMATH DE number 5919851 |
Statements
13 July 2011
0 references
stochastic partial differential equations
0 references
stochastic processes with semimartingale property
0 references
observation process
0 references
unnormalized conditional expectation
0 references
