scientific article; zbMATH DE number 845758

MaRDI QIDQ4864336zbMATH OpenFDO

Authors Marco Fuhrman, Paul Malliavin, Guiseppe Da Prato

Publication date 7 March 1996

zbMATH Keywords

asymptotic ergodicityasymptotic processesnormalized conditional lawsZakai equation

Mathematics Subject Classification ID

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

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