On the optimal filtering of diffusion processes

1969/01/01 by Moshe Zakai · 4 citations
Economics, Econometrics and Finance · Mathematics · #Mathematical Biology Tumor Growth #Stochastic processes and financial applications

paper · pdf · doi:10.1007/bf00536382

crossref issued 1969/01/01 · crossref published 1969/01/01 · crossref published-print 1969/01/01 · openalex publication_date 1969/01/01 · crossref created 2004/11/18 · crossref deposited 2019/04/09 · openalex created_date 2025/10/10 · crossref indexed 2026/07/28 · openalex updated_date 2026/07/29

Citations

• Conditional Markov Processes
• Dynamical equations for optimal nonlinear filtering

Cited by

• Strong and weak divergence of exponential and linear-implicit Euler\n approximations for stochastic partial differential equations with\n superlinearly growing nonlinearities
• A Pathwise Solution of the Equations of Nonlinear Filtering
• Filtering problem (stochastic processes) [wikipedia]
• Nonlinear filter [wikipedia]