Continuous-time approximations for the nonlinear filtering problem
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Publication:1138527
DOI10.1007/BF01442118zbMath0431.93046OpenAlexW2057915640MaRDI QIDQ1138527
Wolfgang J. Runggaldier, Giovanni B. Di Masi
Publication date: 1981
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01442118
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Cites Work
- Probability methods for approximations in stochastic control and for elliptic equations
- Approximations for functionals and optimal control problems on jump diffusion processes
- On the optimal filtering of diffusion processes
- Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors
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