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scientific article; zbMATH DE number 3817551

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Publication:3664950
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zbMATH Open0516.93056MaRDI QIDQ3664950FDOQ3664950


Authors: Ioannis Karatzas, Václav E. Beneš Edit this on Wikidata


Publication date: 1981



Title of this publication is not available (Why is that?)




zbMATH Keywords

nonlinear filteringKallianpur-Striebel formulaunnormalized conditional density equation


Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Distribution theory (60E99) Sample path properties (60G17)







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