Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients (Q3320258)
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scientific article; zbMATH DE number 3850962
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| English | Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients |
scientific article; zbMATH DE number 3850962 |
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Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients (English)
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1983
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existence and uniqueness of solutions
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Zakai equation
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unnormalized conditional density
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filtering of diffusion processes
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0.9149925
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0.9121809
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0.9060967
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0.90013325
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0.9001211
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0.89895487
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