Explicit filters for diffusions with certain nonlinear drifts<sup>†</sup> (Q3956836)

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Explicit filters for diffusions with certain nonlinear drifts<sup>†</sup>
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    Explicit filters for diffusions with certain nonlinear drifts<sup>†</sup> (English)
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    1982
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    conditional moment
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    finite dimensional filter
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    non-linear filtering
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    smoothing estimates
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