Publication:3793438

zbMath0648.60045MaRDI QIDQ3793438

Venkatarama Krishnan

Publication date: 1984

zbMATH Keywords

martingales; nonlinear filtering; Stochastic differential equations; Stochastic integrals

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

60G44: Martingales with continuous parameter

60Hxx: Stochastic analysis

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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