The Design of Robust Approximations to the Stochastic Differential Equations of Nonlinear Filtering
- 1 January 1978
- book chapter
- Published by Springer Science and Business Media LLC
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- An interpretation of stochastic differential equations as ordinary differential equations which depend on the sample pointBulletin of the American Mathematical Society, 1977
- On the optimal filtering of diffusion processesProbability Theory and Related Fields, 1969
- Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation ErrorsThe Annals of Mathematical Statistics, 1968
- On the Convergence of Ordinary Integrals to Stochastic IntegralsThe Annals of Mathematical Statistics, 1965
- Nonlinear filtering theoryIEEE Transactions on Automatic Control, 1965
- Conditional Markov ProcessesTheory of Probability and Its Applications, 1960