Équations du filtrage non linéaire de la prédiction et du lissage
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Publication:3953671
DOI10.1080/17442508208833204zbMath0491.93062OpenAlexW2322975872MaRDI QIDQ3953671
Publication date: 1982
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508208833204
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14) Diffusion processes (60J60)
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Cites Work
- On the gap between deterministic and stochastic ordinary differential equations
- Stochastic partial differential equations and filtering of diffusion processes
- On a multiplicative functional transformation arising in nonlinear filtering theory
- ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES
- On the optimal filtering of diffusion processes
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