scientific article; zbMATH DE number 4109773

MaRDI QIDQ3833368zbMATH OpenFDO

Authors Alain Bensoussan

Publication date 1989

zbMATH Keywords

functional spacesZakai and Kushner equations

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(1)

• A partial history of the early development of continuous-time nonlinear stochastic systems theory

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