Concepedia

Theory of stochastic processes

R. Kudžma, Vigirdas Mackevičius

Lithuanian Mathematical Journal · 1980 · 74 citations · 1 references

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Concepts

References

Concepts

EngineeringMathematicsPhysicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ChainsMarkov ProcessesStochastic Differential EquationsMarkov Diffusion ProcessesStationary Random ProcessesStochasticity

References

1

Stochastic differential equations for the non linear filtering problem

Masatoshi Fujisaki, G. Kallianpur, Hiroshi Kunita · Institutional Repositories DataBase (IRDB) · 1972 · 375 citations · Full text

Engineering, Mathematics, Differential Equations +13