Stochastic differential equations for the non linear filtering problem

Gopinath Kallianpur, Hiroshi Kunita, Masatoshi Fujisaki

Publication date: 1972

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Estimation and detection in stochastic control theory (93E10) Ordinary differential equations and systems with randomness (34F05) Stochastic analysis (60H99)

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