Lie-trotter product formulas for nonlinear filtering

DOI10.1080/17442508608833395zbMath0596.60043OpenAlexW2072879074MaRDI QIDQ3729759

Wing Shing Wong, William E. jun. Hopkins

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833395

zbMATH Keywords

nonlinear filtering problemunnormalized conditional densityLie- Trotter product formula

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

Related Items

Approximation of some stochastic differential equations by the splitting up method

Cites Work

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