scientific article; zbMATH DE number 17497

MaRDI QIDQ3974819zbMATH OpenFDO

Authors Robert J. Elliott

Publication date 26 June 1992

zbMATH Keywords

estimationstochastic differential equationsfiltering problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Recommendations

• On the filtration problem of diffusion processes
• Forward backward doubly stochastic differential equations and the optimal filtering of diffusion processes
• scientific article; zbMATH DE number 780719
• On the joint nonlinear filtering-smoothing of diffusion processes
• Bilateral prediction

Cited in

(1)

• Bilateral prediction

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3974819)