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      On the optimal filtering of diffusion processes

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      Journal: Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
      Publisher: Springer Nature

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          On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures

          I. Girsanov (1960)
          Article 0 comments Cited 107 times – based on 0 reviews     Review now
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            Conditional Markov Processes

            R. L. Stratonovich (1960)
            Article 0 comments Cited 67 times – based on 0 reviews     Review now
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              Dynamical equations for optimal nonlinear filtering

              H.J Kushner (1967)
              Article 0 comments Cited 48 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
                Abbreviated Title: Z. Wahrscheinlichkeitstheorie verw Gebiete
                Publisher: Springer Nature
                ISSN (Print): 0044-3719
                ISSN (Electronic): 1432-2064
                Publication date Created: 1969
                Publication date (Print): 1969
                Volume: 11
                Issue: 3
                Pages: 230-243
                Article
                DOI: 10.1007/BF00536382
                SO-VID: 913f2bbe-66a1-4a9e-9527-91cf0cefaed9
                Copyright © © 1969
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