scientific article; zbMATH DE number 3805393

zbMATH Open0509.93054MaRDI QIDQ4749702FDOQ4749702

Authors: Ioannis Karatzas, Václav E. Beneš 

Publication date: 1981

Title of this publication is not available (Why is that?)

zbMATH Keywords

nonlinear filteringunnormalized conditional densitypiecewise linear drift and observation functions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Characterization and structure theory of statistical distributions (62E10) Brownian motion (60J65)

Cited In (1)

• Approximate nonlinear filtering for piecewise linear systems

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