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Publication:3674515
zbMath0522.93059MaRDI QIDQ3674515
John S. Baras, Sanjoy K. Mitter, Gilmer L. Blankenship
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
nonlinear filteringDuncan-Mortensen-Zakai evolution equationrepresentations of conditional statistics
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Diffusion processes (60J60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Lie algebras and Lie superalgebras (17B99)
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