The Zakai forms of the prediction and smoothing equations (Corresp.)
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Publication:3757076
DOI10.1109/TIT.1986.1057246zbMath0621.60051MaRDI QIDQ3757076
Robert J. Elliott, Peter L. Antonelli
Publication date: 1986
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Prediction theory (aspects of stochastic processes) (60G25)
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