On the Equivalence of $\sigma $-Algebras in the Filtering Problem of Diffusion Processes
From MaRDI portal
Publication:3883232
DOI10.1137/1124089zbMath0441.60042OpenAlexW2073038650MaRDI QIDQ3883232
Publication date: 1980
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1124089
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (1)
This page was built for publication: On the Equivalence of $\sigma $-Algebras in the Filtering Problem of Diffusion Processes