The partial malliavin calculus and its application to non-linear filtering (Q3683284)
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scientific article; zbMATH DE number 3905565
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The partial malliavin calculus and its application to non-linear filtering |
scientific article; zbMATH DE number 3905565 |
Statements
The partial malliavin calculus and its application to non-linear filtering (English)
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1984
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Itô equations
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Theorems of smoothness and conditional smoothness
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filtering problem
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Malliavin matrix
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Hörmander type conditions
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0.8681787252426147
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0.8632217049598694
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