On the Relation of Zakai’s and Mortensen’s Equations (Q3669282)
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scientific article; zbMATH DE number 3821593
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| English | On the Relation of Zakai’s and Mortensen’s Equations |
scientific article; zbMATH DE number 3821593 |
Statements
On the Relation of Zakai’s and Mortensen’s Equations (English)
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1983
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partially observed diffusions
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Zakai equation of nonlinear filtering
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Mortensen's equation
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