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J-GLOBAL ID：200902002098106825   Reference number：82A0015004

Exact finite-dimensional filters for certain diffusions with nonlinear drift.

非線形ドリフトをもつ拡散のための正確な有限次元フィルタ
Author (1)：
BENES V E

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(Bell Lab., New Jersey)

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Material：
Stochastics

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Volume： 5  Issue： 1/2  Page： 65-92  Publication year： 1981 
JST Material Number： D0667B  ISSN： 0090-9491  Document type： Article
Article type： 原著論文  Country of issue： United States (USA)  Language： ENGLISH (EN)
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optimum control

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JST classification (1)：
JST classification
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System optimization methods 
(IA02050Z)

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Terms in the title (4)：
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非線形

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, 
ドリフト

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, 
拡散

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, 
次元

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