Filtrage de diffusions faiblement bruitées dans le cas corrélé (Q4385797)
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scientific article; zbMATH DE number 1143377
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Filtrage de diffusions faiblement bruitées dans le cas corrélé |
scientific article; zbMATH DE number 1143377 |
Statements
Filtrage de diffusions faiblement bruitées dans le cas corrélé (English)
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20 April 1998
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Markovian diffusion process
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nonlinear filtering problem
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Malliavin calculus
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Girsanov exponential
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0.8224936127662659
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