scientific article; zbMATH DE number 4180430

MaRDI QIDQ3203778zbMATH OpenFDO

Authors Jai Heui Kim, Ki Sik Ha, Dong-Gun Park

Publication date 1990

zbMATH Keywords

filtering problemoblique reflecting Brownian motionstochastic differential equationunnormalized conditional density

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Recommendations

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Cited in

(4)

• Filtering of absorbing and reflecting Brownian motions
• Filtering of a reflected Brownian motion with respect to its local time
• Filtering with Observations on a Riemannian Symmetric Space
• Nonlinear filtering of reflecting diffusion processes

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