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scientific article; zbMATH DE number 4001996

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Publication:3754526
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zbMATH Open0617.93055MaRDI QIDQ3754526FDOQ3754526

Arunabha Bagchi, Ravi R. Mazumdar

Publication date: 1986



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



Recommendations

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  • Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory


zbMATH Keywords

nonlinear filteringfinitely additive white noise approachtwo parameter diffusion processes


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Nonlinear systems in control theory (93C10)



Cited In (3)

  • Title not available (Why is that?)
  • Title not available (Why is that?)
  • Remarks on the finite energy condition in additive white noise filtering





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