Approximations to solutions of the zakai filtering equation (Q4735875)

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scientific article; zbMATH DE number 4122971
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    Approximations to solutions of the zakai filtering equation
    scientific article; zbMATH DE number 4122971

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      Approximations to solutions of the zakai filtering equation (English)
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      1989
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      nonlinear filtering problem
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      Zakai equation
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      approximation to solutions of the Zakai equation
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      representation of Brownian bridges
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