scientific article; zbMATH DE number 4168252

MaRDI QIDQ3494847zbMATH OpenFDO

Authors Alain Bensoussan

Publication date 1990

zbMATH Keywords

stochastic partial differential equationsWiener processesZakai equationunnormalized conditional probabilityKushner equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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