Exact finite-dimensional filters for certain diffusions with nonlinear drift (Q3908239)
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scientific article; zbMATH DE number 3718263
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| English | Exact finite-dimensional filters for certain diffusions with nonlinear drift |
scientific article; zbMATH DE number 3718263 |
Statements
Exact finite-dimensional filters for certain diffusions with nonlinear drift (English)
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1981
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non-linear filtering problem
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gauge transformation
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Lie algebras
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