scientific article; zbMATH DE number 4180429

MaRDI QIDQ3203777zbMATH OpenFDO

Authors Petra Kurth, Hans-Ulrich Zschiesche

Publication date 1989

zbMATH Keywords

filteringItô equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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