Non–linear filtering of diffusion processes with discontinuous observations
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Publication:3326524
DOI10.1080/07362998408809027zbMath0539.60039OpenAlexW2059828280MaRDI QIDQ3326524
Tayel Essawy Dabbous, Nasir Uddin Ahmed
Publication date: 1984
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998408809027
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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