Stochastic Modelling and Applied Probability - Stochastic Filtering Theory
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(FIVE YEARS 0)

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Published By Springer New York

9781441928108, 9781475765922

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Gaussian Solutions of Stochastic Equations

Stochastic Modelling and Applied Probability - Stochastic Filtering Theory ◽

10.1007/978-1-4757-6592-2_9 ◽

1980 ◽

pp. 225-246

Author(s):

Gopinath Kallianpur

Keyword(s):

Stochastic Equations

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Stochastic Differential Equations

Stochastic Modelling and Applied Probability - Stochastic Filtering Theory ◽

10.1007/978-1-4757-6592-2_5 ◽

1980 ◽

pp. 94-133

Author(s):

Gopinath Kallianpur

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Stochastic Integrals

Stochastic Modelling and Applied Probability - Stochastic Filtering Theory ◽

10.1007/978-1-4757-6592-2_3 ◽

1980 ◽

pp. 48-76

Author(s):

Gopinath Kallianpur

Keyword(s):

Stochastic Integrals

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Absolute Continuity of Measures and Radon-Nikodym Derivatives

Stochastic Modelling and Applied Probability - Stochastic Filtering Theory ◽

10.1007/978-1-4757-6592-2_7 ◽

1980 ◽

pp. 162-191

Author(s):

Gopinath Kallianpur

Keyword(s):

Absolute Continuity

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Functionals of a Wiener Process

Stochastic Modelling and Applied Probability - Stochastic Filtering Theory ◽

10.1007/978-1-4757-6592-2_6 ◽

1980 ◽

pp. 134-161

Author(s):

Gopinath Kallianpur

Keyword(s):

Wiener Process

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Stochastic Processes: Basic Concepts and Definitions

Stochastic Modelling and Applied Probability - Stochastic Filtering Theory ◽

10.1007/978-1-4757-6592-2_1 ◽

1980 ◽

pp. 1-11

Author(s):

Gopinath Kallianpur

Keyword(s):

Stochastic Processes ◽

Basic Concepts

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The Stochastic Equation of the Optimal Filter (Part II)

Stochastic Modelling and Applied Probability - Stochastic Filtering Theory ◽

10.1007/978-1-4757-6592-2_11 ◽

1980 ◽

pp. 273-293

Author(s):

Gopinath Kallianpur

Keyword(s):

Stochastic Equation ◽

Optimal Filter

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Linear Filtering Theory

Stochastic Modelling and Applied Probability - Stochastic Filtering Theory ◽

10.1007/978-1-4757-6592-2_10 ◽

1980 ◽

pp. 247-272 ◽

Cited By ~ 1

Author(s):

Gopinath Kallianpur

Keyword(s):

Linear Filtering ◽

Filtering Theory

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The General Filtering Problem and the Stochastic Equation of the Optimal Filter (Part I)

Stochastic Modelling and Applied Probability - Stochastic Filtering Theory ◽

10.1007/978-1-4757-6592-2_8 ◽

1980 ◽

pp. 192-224

Author(s):

Gopinath Kallianpur

Keyword(s):

Stochastic Equation ◽

Optimal Filter ◽

Filtering Problem

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The Ito Formula

Stochastic Modelling and Applied Probability - Stochastic Filtering Theory ◽

10.1007/978-1-4757-6592-2_4 ◽

1980 ◽

pp. 77-93

Author(s):

Gopinath Kallianpur

Keyword(s):

Itô Formula ◽

Ito Formula

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Stochastic Modelling and Applied Probability - Stochastic Filtering TheoryLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Gaussian Solutions of Stochastic Equations

Stochastic Differential Equations

Stochastic Integrals

Absolute Continuity of Measures and Radon-Nikodym Derivatives

Functionals of a Wiener Process

Stochastic Processes: Basic Concepts and Definitions

The Stochastic Equation of the Optimal Filter (Part II)

Linear Filtering Theory

The General Filtering Problem and the Stochastic Equation of the Optimal Filter (Part I)

The Ito Formula

Stochastic Modelling and Applied Probability - Stochastic Filtering Theory
Latest Publications