Publication:4357549

zbMath0885.60050MaRDI QIDQ4357549

Damiano Brigo

Publication date: 25 September 1997

zbMATH Keywords

filtering; diffusion processes; density evolution; exponential manifolds

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

58J65: Diffusion processes and stochastic analysis on manifolds