Dynamical equations for optimal nonlinear filtering
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Publication:2527770
DOI10.1016/0022-0396(67)90023-XzbMath0158.16801MaRDI QIDQ2527770
Publication date: 1967
Published in: Journal of Differential Equations (Search for Journal in Brave)
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- On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory
- Continuous Markov processes and stochastic equations
- Conditional Markov Processes
- On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
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