Publication:3015764
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zbMath1223.93115MaRDI QIDQ3015764
Publication date: 13 July 2011
Fokker-Planck equation; nonlinear filtering; diffusion-type models; Kolmogorov forward equation; Markov chain approximation; white noise corrupted observations
93E11: Filtering in stochastic control theory
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)