scientific article; zbMATH DE number 3949662

MaRDI QIDQ3719781zbMATH OpenFDO

Authors Denis Melvin Enachescu

Publication date 1985

zbMATH Keywords

comparisondiffusion processnonlinear filteringKushner's method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

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