Stochastic Differential Equations Occurring in the Estimation of Continuous Parameter Stochastic Processes
作者： G. Kallianpur , C. Striebel
DOI: 10.1137/1114076
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sci-hub.se 参考文章(2)
Harold J Kushner, On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory Journal of Mathematical Analysis and Applications. ,vol. 8, pp. 332- 344 ,(1964) , 10.1016/0022-247X(64)90073-3
W. M. Wonham, Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering Journal of the Society for Industrial and Applied Mathematics Series A Control. ,vol. 2, pp. 347- 369 ,(1964) , 10.1137/0302028