A direct approach to deriving filtering equations for diffusion processes
DOI10.1007/S002450010015zbMATH Open0974.60021OpenAlexW1998254003MaRDI QIDQ1840447FDOQ1840447
Authors: N. V. Krylov, Aleksandar Zatezalo 
Publication date: 16 December 2001
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: http://purl.umn.edu/3455
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- Control of dynamical systems with discrete and uncertain observations
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- A filtering technique for system of reaction–diffusion equations
- Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights
- Filtering equations for partially observable diffusion processes with Lipschitz continuous coefficients
- On stochastic Langevin and Fokker-Planck equations: the two-dimensional case
- Filtering partially observable diffusions up to the exit time from a domain
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