On the optimal filtering of diffusion processes
- 1 January 1969
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 11 (3), 230-243
- https://doi.org/10.1007/bf00536382
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Dynamical equations for optimal nonlinear filteringJournal of Differential Equations, 1967
- Nonlinear filtering theoryIEEE Transactions on Automatic Control, 1965
- Markov ProcessesPublished by Springer Nature ,1965
- Some Applications of Stochastic Differential Equations to Optimal Nonlinear FilteringJournal of the Society for Industrial and Applied Mathematics Series A Control, 1964
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960
- Conditional Markov ProcessesTheory of Probability and Its Applications, 1960
- On a Formula Concerning Stochastic DifferentialsNagoya Mathematical Journal, 1951