On the stability of Kalman-Bucy diffusion processes (Q4599720)
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scientific article; zbMATH DE number 6822105
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| English | On the stability of Kalman-Bucy diffusion processes |
scientific article; zbMATH DE number 6822105 |
Statements
On the Stability of Kalman--Bucy Diffusion Processes (English)
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4 January 2018
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differential Riccati equations
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diffusion flows
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Kalman-Bucy diffusion
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Kalman-Bucy filter
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transition semigroups
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0.8456953167915344
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0.8211608529090881
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0.819636344909668
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0.8196299076080322
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