Non-linear filtering of rare events with large signal-to-noise ratio (Q3776314)
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scientific article; zbMATH DE number 4036826
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| English | Non-linear filtering of rare events with large signal-to-noise ratio |
scientific article; zbMATH DE number 4036826 |
Statements
Non-linear filtering of rare events with large signal-to-noise ratio (English)
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1987
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nonlinear filtering
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small noise diffusions
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global boundedness
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iven a generalized random field
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generalized Gaussian field with independent increments
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Lévy-Baxter theorem
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spectral density
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0.7689511775970459
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