scientific article; zbMATH DE number 3909466

MaRDI QIDQ3685783zbMATH OpenFDO

Authors A. Yu. Veretennikov, Marina Kleptsyna

Publication date 1985

zbMATH Keywords

Malliavin calculusoptimal nonlinear filtering problemsmoothness of conditional laws

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Stochastic integral equations (60H20) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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