Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
- 1 January 1964
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Journal of the Society for Industrial and Applied Mathematics Series A Control
- Vol. 2 (3), 347-369
- https://doi.org/10.1137/0302028
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with ApplicationsJournal of the Society for Industrial and Applied Mathematics Series A Control, 1964
- Mathematical Analysis of Random NoiseBell System Technical Journal, 1944