On the non-existence of stationary diffusions which satisfy the Benes condition
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Publication:1055385
DOI10.1016/0167-6911(83)90073-7zbMath0519.93061OpenAlexW1994616822MaRDI QIDQ1055385
Publication date: 1983
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(83)90073-7
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Diffusion processes (60J60)
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