Conditional distributions of discontinuous processes. I

DOI10.1007/BF00970860zbMath0472.60044OpenAlexW4244534714MaRDI QIDQ1157838

Eh. Tinfavichyus

Publication date: 1980

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00970860

zbMATH Keywords

conditional densityCauchy problem for stochastic partial differential equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Conception d'algorithmes parallélisables et convergents de filtrage récursif non-linéaire
• Filtrage de diffusions avec conditions frontieres : caracterisation de la densite conditionnelle
• ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES

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