Filtrage de diffusions avec conditions frontieres : caracterisation de la densite conditionnelle
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Publication:4150419
DOI10.1007/BFb0063264zbMath0372.60057OpenAlexW85873569MaRDI QIDQ4150419
Publication date: 1978
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0063264
Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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