scientific article
From MaRDI portal
Publication:3828821
zbMath0674.60043MaRDI QIDQ3828821
Mireille Chaleyat-Maurel, Dominique Michel
Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic partial differential equationscontrolled partial differential equationsfiltering problem of diffusions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (5)
Non-exponential decay of the heat kernel ⋮ Deterministic submanifolds and analytic solution of the quantum stochastic differential master equation describing a monitored qubit ⋮ Estimation of the density of the solution of the robust Zakaï equation ⋮ Conditional distributions, exchangeable particle systems, and stochastic partial differential equations ⋮ A Stroock Varadhan support theorem in non-linear filtering theory
This page was built for publication: