论文信息 - A conditionally almost Linear filtering problem with non-Gaussian initial condition - 字舞流文

A conditionally almost Linear filtering problem with non-Gaussian initial condition

We derive a formula for computing explicitly the optimal non-linear filter for a class of problems which admit finite dimensional filters. The result includes all known results of this kind as special cases

Etienne Pardoux | U. G. Haussmann | U. Haussmann | É. Pardoux

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