On the Reference Probability Approach to the Equations of Non-Linear Filtering (Q3746591)
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scientific article; zbMATH DE number 3982177
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| English | On the Reference Probability Approach to the Equations of Non-Linear Filtering |
scientific article; zbMATH DE number 3982177 |
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On the Reference Probability Approach to the Equations of Non-Linear Filtering (English)
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1986
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Zakai equations
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Feynman-Kac formula
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finite dimensional filters
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0.8995073
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0.8944423
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0.8896307
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0.88910496
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0.8872615
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