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• W1983688082 abstract "We consider a finite state Markov process θ, feeding the coefficients of a linear Itô-equation with state ξ. The θ-process is observed in white noise, and it is shown that the optimal nonlinear filter for ξ, is of finite dimension. We also derive finite dimensional equations for optimal prediction and smoothing." @default.
• W1983688082 created "2016-06-24" @default.
• W1983688082 creator A5071437277 @default.
• W1983688082 date "1980-01-01" @default.
• W1983688082 modified "2023-10-18" @default.
• W1983688082 title "Finite dimensional optimal filters for a class of ltô- processes with jumping parameters" @default.
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• W1983688082 doi "https://doi.org/10.1080/17442508008833160" @default.
• W1983688082 hasPublicationYear "1980" @default.
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