scientific article
From MaRDI portal
Publication:3902254
zbMath0454.60041MaRDI QIDQ3902254
Publication date: 1981
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Generalizations of martingales (60G48) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items
Variations de champs Gaussiens stationnaires: Application à l'idéntification. (Variations of stationary Gaussian fields: Application to identification) ⋮ Nonlinear stochastic integral equations in the plane ⋮ A stochastic calculus for continuous N-parameter strong martingales ⋮ Ito's formula for continuous (N,d)-processes ⋮ Local times for a class of multi-parameter processes ⋮ On an extension of Lévy's stochastic area process to higher dimensions ⋮ Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field ⋮ Nonlinear filtering equations for two-parameter semimartingales
