Effect of a drift discontinuity on a travelling Gaussian

DOI10.1016/S0893-9659(98)00036-6MaRDI QIDQ1124848zbMATH OpenOpenAlexFDO

Authors Stephen Maybank

Publication date 27 July 2000

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0893-9659(98)00036-6

zbMATH Keywords

stochastic differential equationdrift discontinuitytraveling Gaussian density

Mathematics Subject Classification ID

Gaussian processes (60G15)

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Cites work

• scientific article; zbMATH DE number 4211183 (Why is no real title available?)
• scientific article; zbMATH DE number 4020069 (Why is no real title available?)
• scientific article; zbMATH DE number 49106 (Why is no real title available?)
• scientific article; zbMATH DE number 107539 (Why is no real title available?)
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• Finite-dimensional filters
• Reflected Brownian Motion in the “Bang-Bang” Control of Brownian Drift
• Some solvable stochastic control problemst^†
• Stochastic differential equations. An introduction with applications.

Cited in

(1)

• Image deformations are better than optical flow

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Uses Software

• Mathematica

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