scientific article; zbMATH DE number 4050652

MaRDI QIDQ3787213zbMATH OpenFDO

Authors Gopinath Kallianpur

Publication date 1987

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

Recommendations

• The theory of stochastic processes. II: Translated from the Russian by S. Kotz
• scientific article; zbMATH DE number 3998900
• The theory of stochastic processes. I. Translated from the Russian by S. Kotz.
• scientific article; zbMATH DE number 3842850
• scientific article; zbMATH DE number 3868339
• On the stochastic differential equations of filtering theory
• On the stochastic differential equations of filtering theory
• scientific article; zbMATH DE number 48405
• Stochastic systems. Theory and applications. Transl. from the Russian manuscript by I. V. Sinitsyna
• Stochastic processes. Translated from the Russian

Cited in

(4)

• Stochastic equations of optimal nonlinear filtering of random fields
• Absolutely continuous change of measure in stochastic differential equations
• On the estimation of backward stochastic differential equations
• Resolvents of the Ito differential equations multiplicative with respect to the state vector

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3787213)