On the Stability of Kalman--Bucy Diffusion Processes (Q4599720)
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scientific article; zbMATH DE number 6822105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Stability of Kalman--Bucy Diffusion Processes |
scientific article; zbMATH DE number 6822105 |
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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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